Pages that link to "Item:Q2413594"

The following pages link to Large covariance estimation through elliptical factor models (Q2413594):

Displaying 28 items.

• On the eigenvalues of the spatial sign covariance matrix in more than two dimensions (Q273842) (← links)
• A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
• High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
• Robust covariance estimation for approximate factor models (Q1739628) (← links)
• High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination (Q1753147) (← links)
• Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
• Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
• A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\) (Q2074299) (← links)
• Robust covariance estimation for distributed principal component analysis (Q2150893) (← links)
• Robust estimation of the number of factors for the pair-elliptical factor models (Q2155030) (← links)
• A note on statistical analysis of factor models of high dimension (Q2238502) (← links)
• High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801) (← links)
• Detecting approximate replicate components of a high-dimensional random vector with latent structure (Q2692538) (← links)
• (Q4998879) (← links)
• TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153) (← links)
• Penalized Regression for Multiple Types of Many Features With Missing Data (Q6086158) (← links)
• Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (Q6108258) (← links)
• Large volatility matrix analysis using global and national factor models (Q6108334) (← links)
• Posterior consistency of factor dimensionality in high-dimensional sparse factor models (Q6202918) (← links)
• High-dimensional covariance matrix estimation (Q6601084) (← links)
• A Nodewise Regression Approach to Estimating Large Portfolios (Q6617775) (← links)
• High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure (Q6620835) (← links)
• Large-Dimensional Factor Analysis Without Moment Constraints (Q6620853) (← links)
• Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency (Q6620973) (← links)
• Integrating approximate single factor graphical models (Q6627280) (← links)
• Robust covariance estimation for high-dimensional compositional data with application to microbial communities analysis (Q6628129) (← links)
• A novel robust estimation for high-dimensional precision matrices (Q6629954) (← links)
• A Decorrelating and Debiasing Approach to Simultaneous Inference for High-Dimensional Confounded Models (Q6651390) (← links)