The following pages link to (Q2933998):
Displaying 13 items.
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
- Significance testing in non-sparse high-dimensional linear models (Q1616315) (← links)
- A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models (Q1698844) (← links)
- An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss (Q2008097) (← links)
- Estimating high-dimensional covariance and precision matrices under general missing dependence (Q2074279) (← links)
- Novel multiplier bootstrap tests for high-dimensional data with applications to MANOVA (Q2101406) (← links)
- An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units (Q2135867) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- Graph-based sparse linear discriminant analysis for high-dimensional classification (Q2418517) (← links)
- High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators (Q5107390) (← links)
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
- A phase I change‐point method for high‐dimensional process with sparse mean shifts (Q6054755) (← links)
- An efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled Lasso (Q6104410) (← links)
