swMATH10889MaRDI QIDQ22842FDOQ22842
Author name not available (Why is that?)
Official website: http://cran.r-project.org/web/packages/fastclime/index.html
Source code repository: https://github.com/cran/FASTCLIME
Cited In (24)
- pcdconcord
- Novel multiplier bootstrap tests for high-dimensional data with applications to MANOVA
- Joint estimation of multiple precision matrices with common structures
- High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators
- An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss
- An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units
- Estimating high-dimensional covariance and precision matrices under general missing dependence
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- sparseLDA
- QUIC
- flare
- EigenPrism
- SIMULE
- scalreg
- Algorithm 539
- CorrT
- Large covariance estimation through elliptical factor models
- Graph-based sparse linear discriminant analysis for high-dimensional classification
- sparseMatEst
- Non-asymptotic error controlled sparse high dimensional precision matrix estimation
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- Significance testing in non-sparse high-dimensional linear models
- Title not available (Why is that?)
- A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models
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