Nonparametric estimation of large covariance matrices of longitudinal data
From MaRDI portal
Recommendations
- Semiparametric estimation of covariance matrixes for longitudinal data
- Nonparametric Estimation of Covariance Structure in Longitudinal Data
- Nonparametric estimation of large covariance matrices with conditional sparsity
- Parsimonious Covariance Matrix Estimation for Longitudinal Data
- scientific article; zbMATH DE number 1215454
Cited in
(only showing first 100 items - show all)- The minimum covariance determinant estimator for interval-valued data
- Latent variable graphical model selection via convex optimization
- Individual-specific, sparse inverse covariance estimation in generalized estimating equations
- Compressed covariance estimation with automated dimension learning
- Estimating a smooth covariance for functional data
- Recovering covariance from functional fragments
- Joint mean-covariance models with applications to longitudinal data in partially linear model
- Structural factor equation models for causal network construction via directed acyclic mixed graphs
- Limited memory BFGS method for least squares semidefinite programming with banded structure
- Bandwidth selection for large covariance and precision matrices
- Shrinkage and model selection with correlated variables via weighted fusion
- Comments on: ``Probability enhanced effective dimension reduction for classifying sparse functional data
- Covariance regularization by thresholding
- Sparsistency and rates of convergence in large covariance matrix estimation
- Stable estimation of a covariance matrix guided by nuclear norm penalties
- Target selection in shrinkage estimation of covariance matrix: a structural similarity approach
- A Cholesky-based estimation for large-dimensional covariance matrices
- Regularization in statistics
- Robust and efficient derivative estimation under correlated errors
- Local linear estimation of covariance matrices via Cholesky decomposition
- Graph-guided banding of the covariance matrix
- Joint semiparametric mean-covariance model in longitudinal study
- Nonparametric autocovariance estimation from censored time series by Gaussian imputation
- Comment: Ridge Regression and Regularization of Large Matrices
- Smooth monotone covariance for elliptical distributions and applications in finance
- Covariance matrix estimation using repeated measurements when data are incomplete
- Semiparametric GEE analysis in partially linear single-index models for longitudinal data
- Coupling techniques for nonlinear ensemble filtering
- Covariance estimation: the GLM and regularization perspectives
- Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci
- Efficient estimation in partially linear single-index models for longitudinal data
- Estimation and inference for precision matrices of nonstationary time series
- An extension of Fisher's discriminant analysis for stochastic processes
- Adaptive banding covariance estimation for high‐dimensional multivariate longitudinal data
- Weighted average ensemble for Cholesky-based covariance matrix estimation
- High dimensional sparse covariance estimation via directed acyclic graphs
- Sparse permutation invariant covariance estimation
- An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
- An RKHS formulation of the inverse regression dimension-reduction problem
- Covariance operator estimation: sparsity, lengthscale, and ensemble Kalman filters
- Parsimony inducing priors for large scale state-space models
- Road traffic estimation and algorithmic routing in a spatially dependent network
- Discussion: Latent variable graphical model selection via convex optimization
- Joint robust variable selection of mean and covariance model via shrinkage methods
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- Estimation of a sparse and spiked covariance matrix
- Estimation of inverse autocovariance matrices for long memory processes
- Bayesian sparse covariance decomposition with a graphical structure
- Robust estimation in joint mean-covariance regression model for longitudinal data
- Rejoinder: Latent variable graphical model selection via convex optimization
- A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
- Robust semiparametric modeling of mean and covariance in longitudinal data
- Regularized estimation of large covariance matrices
- A class of structured high-dimensional dynamic covariance matrices
- Efficient Bayesian regularization for graphical model selection
- Statistical Inference, Learning and Models in Big Data
- Discussion: Latent variable graphical model selection via convex optimization
- A note on limiting distribution of the sample auto-covariance function for the first-order autoregressive (AR(1)) model
- Discussion: Latent variable graphical model selection via convex optimization
- Efficient semiparametric regression for longitudinal data with regularised estimation of error covariance function
- Discussion: Latent variable graphical model selection via convex optimization
- Sparse estimation of large covariance matrices via a nested Lasso penalty
- Regularized inverse covariance estimation for longitudinal data with informative dropout
- On variable ordination of Cholesky‐based estimation for a sparse covariance matrix
- Adaptive estimation of covariance matrices via Cholesky decomposition
- Covariance and precision matrix estimation for high-dimensional time series
- Testing super-diagonal structure in high dimensional covariance matrices
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications
- ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL
- Estimation of large covariance and precision matrices from temporally dependent observations
- High-dimensional covariance estimation for Gaussian directed acyclic graph models with given order
- Nonparametric covariance estimation with shrinkage toward stationary models
- Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor
- Minimax estimation of large precision matrices with bandable Cholesky factor
- Positive-definite _1-penalized estimation of large covariance matrices
- Random matrix theory in statistics: a review
- Nonparametric estimation of conditional distribution functions and rank-tracking probabilities with longitudinal data
- A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
- A Penalized Spline Approach to Functional Mixed Effects Model Analysis
- Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors
- Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data
- Regularization for stationary multivariate time series
- A sequential scaled pairwise selection approach to edge detection in nonparanormal graphical models
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- High-Dimensional Covariance Regression with Application to Co-Expression QTL Detection
- Fast symmetric additive covariance smoothing
- Estimation of covariance matrix via the sparse Cholesky factor with lasso
- Banded regularization of autocovariance matrices in application to parameter estimation and forecasting of time series
- Detection of Multiple Structural Breaks in Large Covariance Matrices
- Covariance structure estimation with Laplace approximation
- High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure
- Nonparametric estimation of large covariance matrices with conditional sparsity
- Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines
- NOVELIST estimator of large correlation and covariance matrices and their inverses
- Covariance estimation via fiducial inference
- Truly Multivariate Structured Additive Distributional Regression
- Spatial disease mapping using directed acyclic graph auto-regressive (DAGAR) models
- Parsimonious Covariance Matrix Estimation for Longitudinal Data
- Sparse and low-rank covariance matrix estimation
This page was built for publication: Nonparametric estimation of large covariance matrices of longitudinal data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2813898)