An overview of the estimation of large covariance and precision matrices
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Publication:5093929
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- Sparse inverse covariance selection with mass-nonlocal priors
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- Limiting spectral distribution of large dimensional Spearman's rank correlation matrices
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- Inference for eigenvalues and eigenvectors in exponential families of random symmetric matrices
- Precision Least Squares: Estimation and Inference in High-Dimensions
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- Sparse covariance matrix estimation in high-dimensional deconvolution
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