Pages that link to "Item:Q3095185"
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The following pages link to Adaptive Thresholding for Sparse Covariance Matrix Estimation (Q3095185):
Displaying 50 items.
- Non-asymptotic error controlled sparse high dimensional precision matrix estimation (Q145307) (← links)
- Gaussian graphical model estimation with false discovery rate control (Q152850) (← links)
- Scaling it up: stochastic search structure learning in graphical models (Q273600) (← links)
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440) (← links)
- Regularization for high-dimensional covariance matrix (Q287603) (← links)
- Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
- Sparse PCA-based on high-dimensional Itô processes with measurement errors (Q321930) (← links)
- Minimax bounds for sparse PCA with noisy high-dimensional data (Q366956) (← links)
- Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
- High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
- High-dimensional sparse MANOVA (Q406532) (← links)
- High-dimensional covariance matrix estimation in approximate factor models (Q450002) (← links)
- Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- Risks of large portfolios (Q494174) (← links)
- Covariance structure regularization via Frobenius-norm discrepancy (Q501226) (← links)
- Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data (Q739584) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Optimal rates of convergence for sparse covariance matrix estimation (Q741791) (← links)
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
- Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
- Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems (Q830705) (← links)
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- Testing of high dimensional mean vectors via approximate factor model (Q897642) (← links)
- Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
- Inference for high-dimensional differential correlation matrices (Q900795) (← links)
- On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
- Estimating large covariance matrix with network topology for high-dimensional biomedical data (Q1663109) (← links)
- An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems (Q1663250) (← links)
- Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
- Pivotal variable detection of the covariance matrix and its application to high-dimensional factor models (Q1704016) (← links)
- Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data (Q1706445) (← links)
- The spectral norm of random inner-product kernel matrices (Q1729691) (← links)
- Efficient Bayesian regularization for graphical model selection (Q1738143) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data (Q1739632) (← links)
- A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
- Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data (Q1750098) (← links)
- Covariance estimation via sparse Kronecker structures (Q1750103) (← links)
- Testing independence with high-dimensional correlated samples (Q1750290) (← links)
- Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
- Factor-adjusted multiple testing of correlations (Q1796926) (← links)
- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation (Q1796959) (← links)
- Adaptive covariance matrix estimation through block thresholding (Q1940765) (← links)
- Remodeling and estimation for sparse partially linear regression models (Q1949496) (← links)
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates (Q1950897) (← links)
