Nonparametric covariance model
From MaRDI portal
Publication:3405580
Recommendations
- On the nonparametric estimation of covariance functions
- Nonparametric covariance estimation in multivariate distributions
- Nonparametric estimation of covariance functions by model selection
- Nonparametric estimation of large covariance matrices with conditional sparsity
- scientific article; zbMATH DE number 1215454
Cited in
(29)- A vector monotonicity assumption for multiple instruments
- Partial dynamic dimension reduction for conditional mean in regression
- Conditional median absolute deviation
- Dynamic Principal Component Analysis in High Dimensions
- Semiparametric model for covariance regression analysis
- Covariance Matrix Formula for Exponential Family Nonlinear Models
- Averaging estimation for conditional covariance models
- Robust maximum L_q-likelihood estimation of joint mean-covariance models for longitudinal data
- Factorized estimation of high-dimensional nonparametric covariance models
- Variable-dependent partial dimension reduction
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Identification-robust nonparametric inference in a linear IV model
- Nonparametric Specification Testing of Conditional Asset Pricing Models
- A combined multilevel factor analysis and covariance regression model with mixed effects in the mean and variance structure
- On the nonparametric estimation of covariance functions
- scientific article; zbMATH DE number 6605069 (Why is no real title available?)
- Nonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic process
- Outcome regression-based estimation of conditional average treatment effect
- Nonparametric analysis of covariance.
- Non parametric covariance model with circular condition and its application
- Quantization and clustering on Riemannian manifolds with an application to air traffic analysis
- Simultaneous confidence band for stationary covariance function of dense functional data
- Post-regularization inference for time-varying nonparanormal graphical models
- Covariance regression model for non-normal data
- Shared subspace models for multi-group covariance estimation
- Dynamic covariance estimation via predictive Wishart process with an application on brain connectivity estimation
- Parametric nonstationary correlation models
- Nonparametric estimation of covariance functions by model selection
- Estimating networks with jumps
This page was built for publication: Nonparametric covariance model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3405580)
