Pages that link to "Item:Q2477058"
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The following pages link to Regularized estimation of large covariance matrices (Q2477058):
Displaying 50 items.
- Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers (Q6088831) (← links)
- Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions (Q6094089) (← links)
- An efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled Lasso (Q6104410) (← links)
- A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach (Q6107242) (← links)
- Block-diagonal precision matrix regularization for ultra-high dimensional data (Q6111505) (← links)
- Scalable Bayesian high-dimensional local dependence learning (Q6122014) (← links)
- Post-processed posteriors for sparse covariances (Q6133369) (← links)
- Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes (Q6136582) (← links)
- Optimal covariance matrix estimation for high-dimensional noise in high-frequency data (Q6150511) (← links)
- Mining the factor zoo: estimation of latent factor models with sufficient proxies (Q6150517) (← links)
- Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
- An adjoint-free four-dimensional variational data assimilation method via a modified Cholesky decomposition and an iterative Woodbury matrix formula (Q6166395) (← links)
- Positive-definite thresholding estimators of covariance matrices with zeros (Q6168115) (← links)
- Change-point testing for parallel data sets with FDR control (Q6168912) (← links)
- Sharp optimality for high-dimensional covariance testing under sparse signals (Q6183765) (← links)
- Local Whittle estimation of high-dimensional long-run variance and precision matrices (Q6183868) (← links)
- Semi-parametric inference for large-scale data with temporally dependent noise (Q6184895) (← links)
- Detection of Multiple Structural Breaks in Large Covariance Matrices (Q6190696) (← links)
- Covariance Model with General Linear Structure and Divergent Parameters (Q6190754) (← links)
- Precision matrix estimation under the horseshoe-like prior-penalty dual (Q6200870) (← links)
- The minimum covariance determinant estimator for interval-valued data (Q6494424) (← links)
- Posterior convergence rates for high-dimensional precision matrix estimation using \(G\)-Wishart priors (Q6540514) (← links)
- Tensor canonical correlation analysis (Q6541528) (← links)
- Nonasymptotic support recovery for high-dimensional sparse covariance matrices (Q6541707) (← links)
- Sparse covariance matrix estimation for ultrahigh dimensional data (Q6543937) (← links)
- Development of network-guided transcriptomic risk score for disease prediction (Q6548919) (← links)
- Supervised Principal Component Regression for Functional Responses with High Dimensional Predictors (Q6552547) (← links)
- Bayesian estimation of cluster covariance matrices of unknown form (Q6554209) (← links)
- A review of discriminant analysis in high dimensions (Q6562693) (← links)
- Estimating Cell-Type-Specific Gene Co-Expression Networks from Bulk Gene Expression Data with an Application to Alzheimer’s Disease (Q6567875) (← links)
- Estimating Trans-Ancestry Genetic Correlation with Unbalanced Data Resources (Q6567877) (← links)
- Simultaneous Decorrelation of Matrix Time Series (Q6567891) (← links)
- Homogeneity tests of covariance for high-dimensional functional data with applications to event segmentation (Q6589277) (← links)
- Activation discovery with FDR control: application to fMRI data (Q6593379) (← links)
- Robust rank canonical correlation analysis for multivariate survival data (Q6593383) (← links)
- High-dimensional covariance estimation for Gaussian directed acyclic graph models with given order (Q6601077) (← links)
- High-dimensional covariance matrix estimation (Q6601084) (← links)
- Nonparametric covariance estimation with shrinkage toward stationary models (Q6601108) (← links)
- Statistical inference under the strongly spiked eigenvalue model (Q6601514) (← links)
- Double penalized variable selection for high-dimensional partial linear mixed effects models (Q6615369) (← links)
- Cross projection test for mean vectors via multiple random splits in high dimensions (Q6615377) (← links)
- A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting (Q6616197) (← links)
- High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure (Q6620835) (← links)
- Prediction in Locally Stationary Time Series (Q6620858) (← links)
- A Factor-Based Estimation of Integrated Covariance Matrix With Noisy High-Frequency Data (Q6620901) (← links)
- A Synthetic Regression Model for Large Portfolio Allocation (Q6620982) (← links)
- A locally adaptive shrinkage approach to false selection rate control in high-dimensional classification (Q6621322) (← links)
- Multilevel approximation of Gaussian random fields: covariance compression, estimation, and spatial prediction (Q6624469) (← links)
- Assisted graphical model for gene expression data analysis (Q6627100) (← links)
- A novel robust estimation for high-dimensional precision matrices (Q6629954) (← links)
