Pages that link to "Item:Q1000305"

The following pages link to Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305):

Displaying 25 items.

• Latent variable graphical model selection via convex optimization (Q132216) (← links)
• Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
• Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440) (← links)
• Regularization for high-dimensional covariance matrix (Q287603) (← links)
• Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
• Minimax bounds for sparse PCA with noisy high-dimensional data (Q366956) (← links)
• Optimal detection of sparse principal components in high dimension (Q385763) (← links)
• Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
• Minimax optimal estimation of general bandable covariance matrices (Q391515) (← links)
• Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559) (← links)
• High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
• Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
• Covariance matrix estimation for stationary time series (Q450046) (← links)
• Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
• Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547) (← links)
• On information plus noise kernel random matrices (Q605943) (← links)
• High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation (Q620558) (← links)
• Partial estimation of covariance matrices (Q714954) (← links)
• Detecting the large entries of a sparse covariance matrix in sub-quadratic time (Q4603728) (← links)
• CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET (Q6095475) (← links)
• Optimal cleaning for singular values of cross-covariance matrices (Q6103997) (← links)
• Positive-definite thresholding estimators of covariance matrices with zeros (Q6168115) (← links)
• A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity (Q6173730) (← links)
• The Lasso with general Gaussian designs with applications to hypothesis testing (Q6183778) (← links)
• Semi-parametric inference for large-scale data with temporally dependent noise (Q6184895) (← links)