FASTCLIME

swMATH10889MaRDI QIDQ22842FDOQ22842

Author name not available (Why is that?)

Source code repository: https://github.com/cran/FASTCLIME

Cited In (14)

• Novel multiplier bootstrap tests for high-dimensional data with applications to MANOVA
• 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
• 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
• 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
• Title not available (Why is that?)

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