Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 4020230 (Why is no real title available?)
- scientific article; zbMATH DE number 53182 (Why is no real title available?)
- scientific article; zbMATH DE number 1347881 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- A well-conditioned estimator for large-dimensional covariance matrices
- Adaptive thresholding for sparse covariance matrix estimation
- An overview of the estimation of large covariance and precision matrices
- Asymptotic Statistics
- Asymptotically efficient estimation of covariance matrices with linear structure
- Consistent Estimates Based on Partially Consistent Observations
- Covariance regularization by thresholding
- Estimation and Inference for Linear Models in Which Subsets of the Dependent Variable are Constrained
- High-dimensional covariance estimation
- High-dimensional covariance matrix estimation in approximate factor models
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- Regularized estimation of large covariance matrices
- Tests for covariance structures with high-dimensional repeated measurements
Cited in
(5)- A Time-Varying Network for Cryptocurrencies
- High-Dimensional Covariance Regression with Application to Co-Expression QTL Detection
- Modelling correlation matrices in multivariate data, with application to reciprocity and complementarity of child-parent exchanges of support
- Fixed and random covariance regression analyses
- Penalized Sparse Covariance Regression with High Dimensional Covariates
This page was built for publication: Inference on covariance-mean regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2172004)
