The following pages link to (Q3145535):
Displaying 42 items.
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- Sharp minimax tests for large covariance matrices and adaptation (Q309553) (← links)
- Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559) (← links)
- High-dimensional sparse MANOVA (Q406532) (← links)
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
- An asymptotically minimax kernel machine (Q464460) (← links)
- Minimax convergence rates for kernel CCA (Q739596) (← links)
- Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems (Q830705) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
- Optimal Bayesian minimax rates for unconstrained large covariance matrices (Q1631606) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
- The spectral norm of random inner-product kernel matrices (Q1729691) (← links)
- Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization (Q2068898) (← links)
- High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349) (← links)
- Estimation of conditional mean operator under the bandable covariance structure (Q2136639) (← links)
- Robust sparse covariance estimation by thresholding Tyler's M-estimator (Q2176609) (← links)
- Bayesian bandwidth test and selection for high-dimensional banded precision matrices (Q2226705) (← links)
- Ill-posed estimation in high-dimensional models with instrumental variables (Q2227078) (← links)
- Some asymptotic properties for functional canonical correlation analysis (Q2250692) (← links)
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors (Q2284379) (← links)
- Testing for independence of large dimensional vectors (Q2328066) (← links)
- High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)
- SURE-tuned tapering estimation of large covariance matrices (Q2361207) (← links)
- Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) (← links)
- Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Sparse and low-rank covariance matrix estimation (Q2516376) (← links)
- Optimal estimation for lower bound of the packing number (Q2670779) (← links)
- Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
- On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector (Q2960462) (← links)
- Estimating Large Precision Matrices via Modified Cholesky Decomposition (Q4986367) (← links)
- Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data (Q5052912) (← links)
- Tuning-parameter selection in regularized estimations of large covariance matrices (Q5222349) (← links)
- Sparse Minimum Discrepancy Approach to Sufficient Dimension Reduction with Simultaneous Variable Selection in Ultrahigh Dimension (Q5242475) (← links)
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
- An efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled Lasso (Q6104410) (← links)
- Higher‐order asymptotics of minimax estimators for time series (Q6135343) (← links)
- Optimal covariance matrix estimation for high-dimensional noise in high-frequency data (Q6150511) (← links)
- Dynamic Principal Component Analysis in High Dimensions (Q6153994) (← links)
- Semi-parametric inference for large-scale data with temporally dependent noise (Q6184895) (← links)
