Pages that link to "Item:Q2913862"
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The following pages link to Positive definite estimators of large covariance matrices (Q2913862):
Displayed 38 items.
- Non-asymptotic error controlled sparse high dimensional precision matrix estimation (Q145307) (← links)
- Regularization for high-dimensional covariance matrix (Q287603) (← links)
- Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution (Q782294) (← links)
- Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood (Q1658345) (← links)
- Sparse estimation of high-dimensional correlation matrices (Q1660228) (← links)
- A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models (Q1698844) (← links)
- A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
- Covariance estimation via sparse Kronecker structures (Q1750103) (← links)
- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation (Q1796959) (← links)
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455) (← links)
- Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis (Q2057848) (← links)
- Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization (Q2068898) (← links)
- Model-based clustering with sparse covariance matrices (Q2329799) (← links)
- An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions (Q2352445) (← links)
- On the penalized maximum likelihood estimation of high-dimensional approximate factor model (Q2418076) (← links)
- D-trace estimation of a precision matrix using adaptive lasso penalties (Q2418368) (← links)
- Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage (Q2418516) (← links)
- Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) (← links)
- Sparse and low-rank covariance matrix estimation (Q2516376) (← links)
- High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801) (← links)
- Envelope-based sparse reduced-rank regression for multivariate linear model (Q2692933) (← links)
- Positive-Definite ℓ<sub>1</sub>-Penalized Estimation of Large Covariance Matrices (Q4904725) (← links)
- Sparse graphical models via calibrated concave convex procedure with application to fMRI data (Q5037034) (← links)
- A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices (Q5058396) (← links)
- Optimal Sparse Linear Prediction for Block-missing Multi-modality Data Without Imputation (Q5120677) (← links)
- Double shrinkage estimators for large sparse covariance matrices (Q5220803) (← links)
- Some Statistical Problems with High Dimensional Financial data (Q5227362) (← links)
- Graph-Guided Banding of the Covariance Matrix (Q5231506) (← links)
- Sparse Minimum Discrepancy Approach to Sufficient Dimension Reduction with Simultaneous Variable Selection in Ultrahigh Dimension (Q5242475) (← links)
- Estimation of a sparse and spiked covariance matrix (Q5256289) (← links)
- Sparse Covariance Matrix Estimation by DCA-Based Algorithms (Q5380866) (← links)
- Covariance estimation via fiducial inference (Q5880096) (← links)
- A phase I change‐point method for high‐dimensional process with sparse mean shifts (Q6054755) (← links)
- Robust Shape Matrix Estimation for High-Dimensional Compositional Data with Application to Microbial Inter-Taxa Analysis (Q6069886) (← links)
- Trend locally stationary wavelet processes (Q6134636) (← links)
- Positive-definite thresholding estimators of covariance matrices with zeros (Q6168115) (← links)