Synthetic data generation method providing enhanced covariance matrix estimation
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Cites work
- A Cholesky-based estimation for large-dimensional covariance matrices
- A new approach to Cholesky-based covariance regularization in high dimensions
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- An improved modified cholesky decomposition approach for precision matrix estimation
- Best permutation analysis
- Covariance matrix selection and estimation via penalised normal likelihood
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- scientific article; zbMATH DE number 3860199 (Why is no real title available?)
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices
- Random forests
- Releasing Multiply Imputed, Synthetic Public use Microdata: An Illustration and Empirical Study
- Revisiting feature selection for linear models with FDR and power guarantees
- Shrinkage Algorithms for MMSE Covariance Estimation
- Sparse inverse covariance estimation with the graphical lasso
- Synthetic microdata for establishment surveys under informative sampling
- The huge Package for High-dimensional Undirected Graph Estimation in R
- The Multiple Adaptations of Multiple Imputation
- The Rotation of Eigenvectors by a Perturbation. III
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