Local linear estimation of covariance matrices via Cholesky decomposition
From MaRDI portal
Recommendations
- Factorized estimation of high-dimensional nonparametric covariance models
- A Cholesky-based estimation for large-dimensional covariance matrices
- Nonparametric estimation of large covariance matrices of longitudinal data
- Nonparametric estimation of large covariance matrices with conditional sparsity
- Estimation of covariance matrix of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
Cited in
(13)- Robust maximum L_q-likelihood estimation of joint mean-covariance models for longitudinal data
- Local Covariance Estimation Using Costationarity
- A Cholesky-based estimation for large-dimensional covariance matrices
- Factorized estimation of high-dimensional nonparametric covariance models
- Averaging estimation for conditional covariance models
- An improved modified cholesky decomposition approach for precision matrix estimation
- A local moment estimator of the spectrum of a large dimensional covariance matrix
- Cholesky-based model averaging for covariance matrix estimation
- A new approach for ultrahigh-dimensional covariance matrix estimation
- Sparse covariance matrix estimation for ultrahigh dimensional data
- Robust variable selection via nonconcave penalties with an upgraded parsimonious dynamic covariance modeling
- Cluster Gelnet for estimating Gaussian graphical models with multi-level conditional correlations and block structures
- Dynamic weak-significant variable selection of error component model via robust MM algorithm
This page was built for publication: Local linear estimation of covariance matrices via Cholesky decomposition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2950215)