Robust estimation of high-dimensional covariance and precision matrices

Cited in

(63)

Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data
An Efficient Greedy Search Algorithm for High-Dimensional Linear Discriminant Analysis
Huber estimation for the network autoregressive model
Optimal estimation of high-dimensional sparse covariance matrices with missing data
Efficient computation of sparse and robust maximum association estimators
Parallel computation of high-dimensional robust correlation and covariance matrices
Are Latent Factor Regression and Sparse Regression Adequate?
Adaptive Functional Thresholding for Sparse Covariance Function Estimation in High Dimensions
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Variable selection for high‐dimensional generalized linear model with block‐missing data
High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
Robust semiparametric modeling of mean and covariance in longitudinal data
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A class of structured high-dimensional dynamic covariance matrices
scientific article; zbMATH DE number 7370530 (Why is no real title available?)
Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity
Rejoinder to “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”
Estimation of graphical models: an overview of selected topics
scientific article; zbMATH DE number 7376767 (Why is no real title available?)
scientific article; zbMATH DE number 6612980 (Why is no real title available?)
Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
A LINEAR-PROGRAMMING PORTFOLIO OPTIMIZER TO MEAN–VARIANCE OPTIMIZATION
Adaptive _q regularized estimation for high-dimensional sparse covariance matrix
Robust covariance estimation for distributed principal component analysis
Robust sparse covariance matrix estimation for high-dimensional compositional data under lower moment assumption
The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data
Robust Shape Matrix Estimation for High-Dimensional Compositional Data with Application to Microbial Inter-Taxa Analysis
Robust Covariance Matrix Estimation for High-Dimensional Compositional Data with Application to Sales Data Analysis
Rate-optimal robust estimation of high-dimensional vector autoregressive models
High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure
A Synthetic Regression Model for Large Portfolio Allocation
A locally adaptive shrinkage approach to false selection rate control in high-dimensional classification
Covariance estimation via fiducial inference
A novel robust estimation for high-dimensional precision matrices
Rank-based correlation matrix estimation for high dimensional microbiome data
Robust sparse precision matrix estimation for high-dimensional compositional data
Lower bound estimation for a family of high-dimensional sparse covariance matrices
Optimal estimation for a family of sparse covariance matrices with missing data
High dimensional matrix estimation with unknown variance of the noise
Testing for jumps with robust spot volatility estimators
Robust sparse covariance estimation by thresholding Tyler's M-estimator
Ultrahigh dimensional precision matrix estimation via refitted cross validation
Robust distributed precision matrix estimation for high-dimensional data
Distributed learning for high-dimensional factor augmented regression models
The minimum covariance determinant estimator for interval-valued data
Optimal estimations for sparse precision matrices under non-standard moment conditions
Estimation of a genetic Gaussian network using GWAS summary data
Covariance Estimation for Matrix-valued Data
Robust projected principal component analysis for large-dimensional semiparametric factor modeling
Robust parameter estimation of regression models under weakened moment assumptions
Asymptotic Properties of Robust Complex Covariance Matrix Estimates
User-friendly covariance estimation for heavy-tailed distributions
Estimation of sparse covariance matrix via non-convex regularization
Robust estimation for dynamic spatial autoregression models with nearly optimal rates
Robust covariance estimation for high-dimensional compositional data with application to microbial communities analysis
Sparse precision matrix estimation under lower polynomial moment assumption

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