Pages that link to "Item:Q2477058"

The following pages link to Regularized estimation of large covariance matrices (Q2477058):

Displaying 50 items.

• Estimating high-dimensional covariance and precision matrices under general missing dependence (Q2074279) (← links)
• Simplicial and minimal-variance distances in multivariate data analysis (Q2074654) (← links)
• High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
• Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
• Regularized factor portfolio for cross-sectional multifactor models (Q2082324) (← links)
• Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
• High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349) (← links)
• New challenges in covariance estimation: multiple structures and coarse quantization (Q2106471) (← links)
• Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching (Q2108486) (← links)
• On skewed Gaussian graphical models (Q2111068) (← links)
• Covariance estimation under one-bit quantization (Q2112828) (← links)
• A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions (Q2136601) (← links)
• New hard-thresholding rules based on data splitting in high-dimensional imbalanced classification (Q2136627) (← links)
• Estimation of conditional mean operator under the bandable covariance structure (Q2136639) (← links)
• Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
• Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
• Joint non-parametric estimation of mean and auto-covariances for Gaussian processes (Q2143035) (← links)
• Bayesian joint inference for multiple directed acyclic graphs (Q2146452) (← links)
• A factor-GARCH model for high dimensional volatilities (Q2155653) (← links)
• Inference on covariance-mean regression (Q2172004) (← links)
• A fast iterative algorithm for high-dimensional differential network (Q2184396) (← links)
• Estimating latent asset-pricing factors (Q2190237) (← links)
• Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors (Q2196119) (← links)
• Estimating sparse networks with hubs (Q2196140) (← links)
• A two-step method for estimating high-dimensional Gaussian graphical models (Q2197843) (← links)
• High dimensional classification for spatially dependent data with application to neuroimaging (Q2209817) (← links)
• Bayesian graph selection consistency under model misspecification (Q2214264) (← links)
• Localization for MCMC: sampling high-dimensional posterior distributions with local structure (Q2214525) (← links)
• Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
• Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Estimating covariance and precision matrices along subspaces (Q2219236) (← links)
• Bayesian bandwidth test and selection for high-dimensional banded precision matrices (Q2226705) (← links)
• Editors' introduction. Special issue in honor of Jean-Marie Dufour on identification, inference, and causality (Q2227045) (← links)
• Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)
• Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
• Point process convergence for the off-diagonal entries of sample covariance matrices (Q2240824) (← links)
• Graph informed sliced inverse regression (Q2242175) (← links)
• A note on moment inequality for quadratic forms (Q2251689) (← links)
• Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor (Q2252883) (← links)
• Treelets -- an adaptive multi-scale basis for sparse unordered data (Q2271330) (← links)
• Data science, big data and statistics (Q2273155) (← links)
• NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
• Manifold topological multi-resolution analysis method (Q2275962) (← links)
• Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors (Q2284379) (← links)
• Spatial disease mapping using directed acyclic graph auto-regressive (DAGAR) models (Q2290712) (← links)
• A simple, consistent estimator of SNP heritability from genome-wide association studies (Q2291534) (← links)
• User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
• A large covariance matrix estimator under intermediate spikiness regimes (Q2293542) (← links)
• Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data (Q2293546) (← links)