Nonasymptotic support recovery for high-dimensional sparse covariance matrices
From MaRDI portal
Publication:6541707
DOI10.1002/STA4.316MaRDI QIDQ6541707FDOQ6541707
Authors: Adam B. Kashlak, Linglong Kong 
Publication date: 21 May 2024
Published in: Stat (Search for Journal in Brave)
Cites Work
- Sparse estimation of a covariance matrix
- Covariance regularization by thresholding
- A well-conditioned estimator for large-dimensional covariance matrices
- On the distribution of the largest eigenvalue in principal components analysis
- Regularized estimation of large covariance matrices
- On Consistency and Sparsity for Principal Components Analysis in High Dimensions
- Operator norm consistent estimation of large-dimensional sparse covariance matrices
- Positive definite estimators of large covariance matrices
- Adaptive thresholding for sparse covariance matrix estimation
- Some estimates of norms of random matrices
- Generalized Thresholding of Large Covariance Matrices
- Title not available (Why is that?)
- Estimation of a covariance matrix under Stein's loss
- Empirical Bayes estimation of the multivariate normal covariance matrix
- A First Course in the Numerical Analysis of Differential Equations
- Covariance estimation: the GLM and regularization perspectives
- Positive-definite \(\ell_1\)-penalized estimation of large covariance matrices
- Shrinkage Estimators for Covariance Matrices
- Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
- A Hierarchical Eigenmodel for Pooled Covariance Estimation
- Threshold selection for covariance estimation
This page was built for publication: Nonasymptotic support recovery for high-dimensional sparse covariance matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6541707)
