Pages that link to "Item:Q2361207"
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The following pages link to SURE-tuned tapering estimation of large covariance matrices (Q2361207):
Displaying 8 items.
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
- Sparse estimation of high-dimensional correlation matrices (Q1660228) (← links)
- Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
- Accuracy assessment for high-dimensional linear regression (Q2413610) (← links)
- On Degrees of Freedom of Projection Estimators With Applications to Multivariate Nonparametric Regression (Q3304846) (← links)
- Tuning-parameter selection in regularized estimations of large covariance matrices (Q5222349) (← links)
- Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation'' (Q5965314) (← links)
- Rejoinder of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation'' (Q5965318) (← links)
