Pages that link to "Item:Q2482977"
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The following pages link to Sparse estimation of large covariance matrices via a nested Lasso penalty (Q2482977):
Displayed 50 items.
- The Generalized Ridge Estimator of the Inverse Covariance Matrix (Q108070) (← links)
- Robust estimation in joint mean-covariance regression model for longitudinal data (Q379981) (← links)
- Estimating summary statistics in the spike-train space (Q385299) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Individual-specific, sparse inverse covariance estimation in generalized estimating equations (Q504468) (← links)
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- A cautionary note on generalized linear models for covariance of unbalanced longitudinal data (Q651076) (← links)
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
- Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
- Estimating large correlation matrices for international migration (Q1624816) (← links)
- High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood (Q1658345) (← links)
- A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models (Q1698844) (← links)
- Hierarchical sparse modeling: a choice of two group Lasso formulations (Q1704702) (← links)
- A simple numerical method based simultaneous stochastic perturbation for estimation of high dimensional matrices (Q1710944) (← links)
- Sparse permutation invariant covariance estimation (Q1951760) (← links)
- High dimensional sparse covariance estimation via directed acyclic graphs (Q1952020) (← links)
- Penalized model-based clustering with unconstrained covariance matrices (Q1952033) (← links)
- Nonparametric estimation of covariance functions by model selection (Q1952083) (← links)
- Adaptive estimation of covariance matrices via Cholesky decomposition (Q1952094) (← links)
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455) (← links)
- Parsimony inducing priors for large scale state-space models (Q2155306) (← links)
- Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
- Network exploration via the adaptive LASSO and SCAD penalties (Q2270657) (← links)
- Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data (Q2293546) (← links)
- Ultrahigh dimensional precision matrix estimation via refitted cross validation (Q2295804) (← links)
- Bayesian estimation of large precision matrix based on Cholesky decomposition (Q2311706) (← links)
- Multilevel Gaussian graphical model for multilevel networks (Q2409630) (← links)
- New sequence spaces and function spaces on interval \([0, 1]\) (Q2443731) (← links)
- Bayesian sparse covariance decomposition with a graphical structure (Q2631381) (← links)
- Robust sparse precision matrix estimation for high-dimensional compositional data (Q2667613) (← links)
- Regularized Parameter Estimation in High-Dimensional Gaussian Mixture Models (Q3016190) (← links)
- Estimating spatial covariance using penalised likelihood with weighted<i>L</i><sub>1</sub>penalty (Q3182743) (← links)
- Detecting the Dimensionality for Principal Components Model (Q3589989) (← links)
- Informative Estimation and Selection of Correlation Structure for Longitudinal Data (Q4916506) (← links)
- Sparse estimation of multivariate Poisson log‐normal models from count data (Q4970413) (← links)
- Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach (Q5012345) (← links)
- A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
- Rates of convergence in conditional covariance matrix with nonparametric entries estimation (Q5077524) (← links)
- Graph-Guided Banding of the Covariance Matrix (Q5231506) (← links)
- A DC Programming Approach for Sparse Estimation of a Covariance Matrix (Q5356977) (← links)
- Correlation structure selection for longitudinal data with diverging cluster size (Q5507362) (← links)
- Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci (Q5850955) (← links)
- Covariance estimation via fiducial inference (Q5880096) (← links)
- Cholesky-based model averaging for covariance matrix estimation (Q5880164) (← links)
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series (Q6064410) (← links)
- Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)