Positive-definite thresholding estimators of covariance matrices with zeros

Cites Work

Sparse estimation of a covariance matrix
Title not available (Why is that?)
Maximum Likelihood Estimation of Misspecified Models
Title not available (Why is that?)
Multiple testing and error control in Gaussian graphical model selection
Title not available (Why is that?)
Covariance regularization by thresholding
Regularized estimation of large covariance matrices
Model Selection Principles in Misspecified Models
Operator norm consistent estimation of large-dimensional sparse covariance matrices
The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
Positive definite estimators of large covariance matrices
Adaptive thresholding for sparse covariance matrix estimation
An overview of the estimation of large covariance and precision matrices
Generalized thresholding of large covariance matrices
Covariance matrix selection and estimation via penalised normal likelihood
Positive-definite \(\ell_1\)-penalized estimation of large covariance matrices
Estimation of a covariance matrix with zeros
Asymptotically efficient estimation of covariance matrices with linear structure
High-dimensional covariance estimation
Maximum likelihood estimation for linear Gaussian covariance models
On model selection from a finite family of possibly misspecified time series models
A primer on linear models.
SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties
Asymptotic properties and information criteria for misspecified generalized linear mixed models
Threshold selection for covariance estimation

Cited In (3)

Construction, properties and statistical applications of positive definite intraclass matrix
Positive semidefiniteness of estimated covariance matrices in linear models for sample survey data
Estimation of sparse covariance matrix via non-convex regularization

This page was built for publication: Positive-definite thresholding estimators of covariance matrices with zeros

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6168115)