Pages that link to "Item:Q5326193"
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The following pages link to High‐Dimensional Covariance Estimation (Q5326193):
Displaying 14 items.
- Robust tests for scatter separability beyond Gaussianity (Q6166907) (← links)
- Positive-definite thresholding estimators of covariance matrices with zeros (Q6168115) (← links)
- Detection of Multiple Structural Breaks in Large Covariance Matrices (Q6190696) (← links)
- Covariance Model with General Linear Structure and Divergent Parameters (Q6190754) (← links)
- A stable and adaptive polygenic signal detection method based on repeated sample splitting (Q6490387) (← links)
- Bayesian estimation of cluster covariance matrices of unknown form (Q6554209) (← links)
- A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation (Q6573067) (← links)
- Exponential bounds for regularized Hotelling's T2 statistic in high dimension (Q6596187) (← links)
- High-dimensional covariance matrix estimation (Q6601084) (← links)
- Regularized linear discriminant analysis based on generalized capped \(l_{2, q}\)-norm (Q6601543) (← links)
- Estimation of covariance and precision matrix, network structure, and a view toward systems biology (Q6607066) (← links)
- Community Detection in Partial Correlation Network Models (Q6620846) (← links)
- A novel robust estimation for high-dimensional precision matrices (Q6629954) (← links)
- A General Framework for Robust Monitoring of Multivariate Correlated Processes (Q6631176) (← links)
