Pages that link to "Item:Q988000"
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The following pages link to Optimal rates of convergence for covariance matrix estimation (Q988000):
Displaying 50 items.
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845) (← links)
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440) (← links)
- More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
- Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- Bernstein-von Mises theorems for functionals of the covariance matrix (Q309540) (← links)
- Sharp minimax tests for large covariance matrices and adaptation (Q309553) (← links)
- Two kinds of variance/covariance estimates in linear mixed models (Q361874) (← links)
- Minimax bounds for sparse PCA with noisy high-dimensional data (Q366956) (← links)
- Optimal detection of sparse principal components in high dimension (Q385763) (← links)
- Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
- Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
- Minimax optimal estimation of general bandable covariance matrices (Q391515) (← links)
- Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559) (← links)
- High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- High-dimensional covariance matrix estimation in approximate factor models (Q450002) (← links)
- Detection of correlations (Q450041) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- Posterior convergence rates for estimating large precision matrices using graphical models (Q470497) (← links)
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector (Q470502) (← links)
- Estimation of high-dimensional low-rank matrices (Q548539) (← links)
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
- Partial estimation of covariance matrices (Q714954) (← links)
- Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data (Q739584) (← links)
- Optimal rates of convergence for sparse covariance matrix estimation (Q741791) (← links)
- A penalized empirical likelihood method in high dimensions (Q741795) (← links)
- Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
- Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications (Q826962) (← links)
- A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- Inference for high-dimensional differential correlation matrices (Q900795) (← links)
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
- A testing based approach to the discovery of differentially correlated variable sets (Q1624840) (← 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)
- Consistency of large dimensional sample covariance matrix under weak dependence (Q1731211) (← links)
- Bootstrap -- an exploration (Q1731214) (← links)
- Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- On consistency and sparsity for sliced inverse regression in high dimensions (Q1750280) (← links)
- High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination (Q1753147) (← links)
- Robust covariance and scatter matrix estimation under Huber's contamination model (Q1800790) (← links)
- Adaptive covariance matrix estimation through block thresholding (Q1940765) (← links)
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence (Q1952214) (← links)
- Optimal rates of convergence for estimating Toeplitz covariance matrices (Q1955842) (← links)
- Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries (Q1991680) (← links)
