Pages that link to "Item:Q5503378"
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The following pages link to Covariance matrix selection and estimation via penalised normal likelihood (Q5503378):
Displaying 50 items.
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
- High dimensional covariance matrix estimation using a factor model (Q299275) (← links)
- Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
- Minimax optimal estimation of general bandable covariance matrices (Q391515) (← links)
- Combining models in longitudinal data analysis (Q421419) (← links)
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
- Individual-specific, sparse inverse covariance estimation in generalized estimating equations (Q504468) (← links)
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- Mean-variance portfolio optimization when means and covariances are unknown (Q641134) (← links)
- A cautionary note on generalized linear models for covariance of unbalanced longitudinal data (Q651076) (← links)
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
- Ensemble sparse estimation of covariance structure for exploring genetic disease data (Q830118) (← links)
- Regularization in statistics (Q882931) (← links)
- Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577) (← links)
- High dimensional posterior convergence rates for decomposable graphical models (Q902216) (← links)
- Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
- Tests for Gaussian graphical models (Q961382) (← links)
- Optimal rates of convergence for covariance matrix estimation (Q988000) (← links)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305) (← links)
- Flexible covariance estimation in graphical Gaussian models (Q1000308) (← links)
- Regularized parameter estimation of high dimensional distribution (Q1015875) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
- Bayesian randomized response technique with multiple sensitive attributes: the case of information systems resource misuse (Q1621054) (← links)
- Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
- Estimating large correlation matrices for international migration (Q1624816) (← 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)
- Covariance matrix estimation for left-censored data (Q1663141) (← links)
- Spectral clustering via sparse graph structure learning with application to proteomic signaling networks in cancer (Q1727851) (← links)
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models (Q1731759) (← 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)
- Sparse permutation invariant covariance estimation (Q1951760) (← links)
- Estimation of Gaussian graphs by model selection (Q1951762) (← links)
- High dimensional sparse covariance estimation via directed acyclic graphs (Q1952020) (← links)
- Penalized model-based clustering with unconstrained covariance matrices (Q1952033) (← links)
- Adaptive estimation of covariance matrices via Cholesky decomposition (Q1952094) (← links)
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence (Q1952214) (← links)
- Semiparametric model for covariance regression analysis (Q2008100) (← links)
- A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data (Q2008637) (← links)
- Bayesian structure learning in graphical models (Q2018602) (← links)
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455) (← links)
- Estimation of autocovariance matrices for high dimensional linear processes (Q2036316) (← links)
- Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints (Q2059164) (← links)
