Pages that link to "Item:Q5326193"

The following pages link to High‐Dimensional Covariance Estimation (Q5326193):

Displaying 38 items.

• Covariance structure regularization via Frobenius-norm discrepancy (Q501226) (← links)
• Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
• Hypothesis testing for independence under blocked compound symmetric covariance structure (Q722082) (← links)
• The spectral condition number plot for regularization parameter evaluation (Q782639) (← links)
• Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
• Testing independence in high dimensions using Kendall's tau (Q1662048) (← links)
• On the efficient low cost procedure for estimation of high-dimensional prediction error covariance matrices (Q1679123) (← links)
• Variable selection and joint estimation of mean and covariance models with an application to eQTL data (Q1734403) (← links)
• Variable selection in multivariate linear models with high-dimensional covariance matrix estimation (Q1749984) (← links)
• Test for high dimensional covariance matrices (Q1996783) (← links)
• Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
• Mixture regression for longitudinal data based on joint mean-covariance model (Q2140854) (← links)
• Robust error density estimation in ultrahigh dimensional sparse linear model (Q2150677) (← links)
• Parsimony inducing priors for large scale state-space models (Q2155306) (← links)
• Inference on covariance-mean regression (Q2172004) (← links)
• A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
• Detecting granular time series in large panels (Q2224994) (← links)
• MSE bounds for estimators of matrix functions (Q2226459) (← links)
• Large rank-based models with common noise (Q2322620) (← links)
• Some recent work on multivariate Gaussian Markov random fields (Q2414872) (← links)
• Time series graphical Lasso and sparse VAR estimation (Q2674503) (← links)
• Group-wise shrinkage estimation in penalized model-based clustering (Q2680189) (← links)
• A panorama of positivity. II: Fixed dimension (Q3295975) (← links)
• Projected regression method for solving Fredholm integral equations arising in the analytic continuation problem of quantum physics (Q4597567) (← links)
• (Q5011497) (← links)
• ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (Q5024496) (← links)
• An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression (Q5066446) (← links)
• Ensemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time Models (Q5130628) (← links)
• Some Statistical Problems with High Dimensional Financial data (Q5227362) (← links)
• Bayesian Regularization for Graphical Models With Unequal Shrinkage (Q5242470) (← links)
• Superresolution from Principal Component Models by RKHS Sampling (Q5350436) (← links)
• On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)
• Assessment of Covariance Selection Methods in High-Dimensional Gaussian Graphical Models (Q6066549) (← links)
• Sparse principal component analysis for high‐dimensional stationary time series (Q6140347) (← links)
• The minimum weighted covariance determinant estimator for high-dimensional data (Q6161665) (← links)
• Robust tests for scatter separability beyond Gaussianity (Q6166907) (← links)
• Positive-definite thresholding estimators of covariance matrices with zeros (Q6168115) (← links)
• A stable and adaptive polygenic signal detection method based on repeated sample splitting (Q6490387) (← links)