Pages that link to "Item:Q5880164"
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The following pages link to Cholesky-based model averaging for covariance matrix estimation (Q5880164):
Displaying 12 items.
- Ensemble sparse estimation of covariance structure for exploring genetic disease data (Q830118) (← links)
- A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data (Q2008637) (← links)
- Mallows model averaging with effective model size in fragmentary data prediction (Q2143019) (← links)
- Cross-validation for selecting the penalty factor in least squares model averaging (Q2159840) (← links)
- Intrinsic Wavelet Regression for Curves of Hermitian Positive Definite Matrices (Q4999159) (← links)
- A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
- An improved modified cholesky decomposition approach for precision matrix estimation (Q5107717) (← links)
- An improved banded estimation for large covariance matrix (Q5875206) (← links)
- Model averaging for generalized linear models in fragmentary data prediction (Q5880143) (← links)
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS (Q6042901) (← links)
- On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)
- A new approach for ultrahigh-dimensional covariance matrix estimation (Q6067019) (← links)
