Adaptive Functional Thresholding for Sparse Covariance Function Estimation in High Dimensions
From MaRDI portal
Publication:6567942
Cites work
- A Nonparametric Graphical Model for Functional Data With Application to Brain Networks Based on fMRI
- A Wavelet-Based Independence Test for Functional Data With an Application to MEG Functional Connectivity
- Adaptive thresholding for sparse covariance matrix estimation
- Conditional Functional Graphical Models
- Covariance regularization by thresholding
- Doubly functional graphical models in high dimensions
- From sparse to dense functional data and beyond
- Functional Data Analysis for Sparse Longitudinal Data
- Functional Graphical Models
- Generalized thresholding of large covariance matrices
- Introduction to empirical processes and semiparametric inference
- Minimax sparse principal subspace estimation in high dimensions
- Model Selection and Estimation in Regression with Grouped Variables
- Multivariate functional linear regression and prediction
- Multivariate functional principal component analysis for data observed on different (dimensional) domains
- Nonparametric estimation of large covariance matrices with conditional sparsity
- Partial separability and functional graphical models for multivariate Gaussian processes
- Partially functional linear regression in high dimensions
- Robust estimation of high-dimensional covariance and precision matrices
- Sparse functional linear discriminant analysis
- Statistical inferences for functional data
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: Adaptive Functional Thresholding for Sparse Covariance Function Estimation in High Dimensions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6567942)
