Pages that link to "Item:Q988000"

The following pages link to Optimal rates of convergence for covariance matrix estimation (Q988000):

Displaying 50 items.

• Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
• Side effects of learning from low-dimensional data embedded in a Euclidean space (Q2687305) (← links)
• Semiparametric estimation of the high-dimensional elliptical distribution (Q2692920) (← links)
• Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
• Minimax estimation of large covariance matrices under \(\ell_1\)-norm (Q3145535) (← links)
• An Expectation Conditional Maximization Approach for Gaussian Graphical Models (Q3391200) (← links)
• Optimal nonnegative definite approximations of estimated moving average covariance sequences (Q3986209) (← links)
• On the accuracy in high‐dimensional linear models and its application to genomic selection (Q4629284) (← links)
• Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models (Q4690959) (← links)
• Embracing the Blessing of Dimensionality in Factor Models (Q4690965) (← links)
• Positive-Definite ℓ₁-Penalized Estimation of Large Covariance Matrices (Q4904725) (← links)
• Efficient estimation of conditional covariance matrices for dimension reduction (Q4975151) (← links)
• Estimating Large Precision Matrices via Modified Cholesky Decomposition (Q4986367) (← links)
• (Q5004044) (← links)
• Nonparametric covariance estimation for mixed longitudinal studies, with applications in midlife women's health (Q5037830) (← links)
• Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data (Q5052912) (← links)
• (Q5053172) (← links)
• Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation (Q5066396) (← links)
• Rates of convergence in conditional covariance matrix with nonparametric entries estimation (Q5077524) (← links)
• LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE (Q5112017) (← links)
• (Q5159407) (← links)
• Trimmed estimators for large dimensional sparse covariance matrices (Q5197365) (← links)
• (Q5214200) (← links)
• Tuning-parameter selection in regularized estimations of large covariance matrices (Q5222349) (← links)
• Graph-Guided Banding of the Covariance Matrix (Q5231506) (← links)
• Estimation of a sparse and spiked covariance matrix (Q5256289) (← links)
• A DC Programming Approach for Sparse Estimation of a Covariance Matrix (Q5356977) (← links)
• A sequential scaled pairwise selection approach to edge detection in nonparanormal graphical models (Q5507345) (← links)
• Correlation structure selection for longitudinal data with diverging cluster size (Q5507362) (← links)
• Convergence and finite sample approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings (Q5889893) (← links)
• A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers (Q5965308) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
• An Efficient Convex Formulation for Reduced-Rank Linear Discriminant Analysis in High Dimensions (Q6069866) (← links)
• Frequentist Model Averaging for Undirected Gaussian Graphical Models (Q6079689) (← links)
• Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data (Q6092949) (← links)
• Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions (Q6094089) (← links)
• Optimal cleaning for singular values of cross-covariance matrices (Q6103997) (← links)
• An efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled Lasso (Q6104410) (← links)
• Optimal covariance matrix estimation for high-dimensional noise in high-frequency data (Q6150511) (← links)
• The Lasso with general Gaussian designs with applications to hypothesis testing (Q6183778) (← links)
• Semi-parametric inference for large-scale data with temporally dependent noise (Q6184895) (← links)
• Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis (Q6184932) (← links)
• Renewable Huber estimation method for streaming datasets (Q6200892) (← links)
• Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions (Q6200904) (← links)
• The minimum covariance determinant estimator for interval-valued data (Q6494424) (← links)
• A review of discriminant analysis in high dimensions (Q6562693) (← links)
• Noise covariance estimation in multi-task high-dimensional linear models (Q6565298) (← links)
• Information quantity evaluation of multivariate SETAR processes of order one and applications (Q6579388) (← links)
• A new robust covariance matrix estimation for high-dimensional microbiome data (Q6581430) (← links)