Cited in
(24)- Novel multiplier bootstrap tests for high-dimensional data with applications to MANOVA
- Joint estimation of multiple precision matrices with common structures
- An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss
- High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators
- 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
- sparseMatEst
- Large covariance estimation through elliptical factor models
- Graph-based sparse linear discriminant analysis for high-dimensional classification
- Non-asymptotic error controlled sparse high dimensional precision matrix estimation
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- pcdconcord
- Significance testing in non-sparse high-dimensional linear models
- A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models
- scientific article; zbMATH DE number 6378086 (Why is no real title available?)
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