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.
- Regularization for stationary multivariate time series (Q2873031) (← links)
- Difference filter preconditioning for large covariance matrices (Q2903110) (← links)
- Covariance-regularized regression and classification for high dimensional problems (Q2920259) (← links)
- ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS (Q2936573) (← links)
- Methods for high-dimensional multivariate and multi-group repeated measures data under non-normality (Q2953447) (← links)
- (Q2987573) (← links)
- Regularized Parameter Estimation in High-Dimensional Gaussian Mixture Models (Q3016190) (← links)
- Fast rate of convergence in high-dimensional linear discriminant analysis (Q3021183) (← links)
- Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
- An overview of recent developments in genomics and associated statistical methods (Q3559948) (← links)
- Cherry-picking for complex data: robust structure discovery (Q3559950) (← links)
- Large-Scale Estimation of Variance and Covariance Components (Q4325710) (← links)
- SOLVING LARGE SCALE MEAN-VARIANCE MODELS WITH DENSE NON-FACTORABLE COVARIANCE MATRICES (Q4483762) (← links)
- Statistical inference for high-dimension, low-sample-size data (Q4568290) (← links)
- Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data (Q4569339) (← links)
- Regularized <formula formulatype="inline"><tex Notation="TeX">$M$</tex> </formula>-Estimators of Scatter Matrix (Q4579590) (← links)
- An Ensemble Kalman Filter Implementation Based on Modified Cholesky Decomposition for Inverse Covariance Matrix Estimation (Q4610145) (← links)
- Sure Independence Screening for Ultrahigh Dimensional Feature Space (Q4632602) (← links)
- Stability Selection (Q4632639) (← links)
- Sparse Matrix Graphical Models (Q4648565) (← links)
- ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions (Q4690955) (← links)
- Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models (Q4690959) (← links)
- Positive-Definite ℓ<sub>1</sub>-Penalized Estimation of Large Covariance Matrices (Q4904725) (← links)
- Cross-Dimensional Inference of Dependent High-Dimensional Data (Q4916447) (← links)
- Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection (Q4916473) (← links)
- New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (Q4916512) (← links)
- Forecasting high-dimensional realized volatility matrices using a factor model (Q4957246) (← links)
- (Q4969054) (← links)
- (Q4969113) (← links)
- (Q4969222) (← links)
- Efficient estimation of conditional covariance matrices for dimension reduction (Q4975151) (← links)
- Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data (Q4975350) (← links)
- Interaction Screening for Ultrahigh-Dimensional Data (Q4975578) (← links)
- Large System Spectral Analysis of Covariance Matrix Estimation (Q4975782) (← links)
- Estimating Large Precision Matrices via Modified Cholesky Decomposition (Q4986367) (← links)
- Random matrix models for datasets with fixed time horizons (Q4991056) (← links)
- Inter-Subject Analysis: A Partial Gaussian Graphical Model Approach (Q4999152) (← links)
- (Q5004044) (← links)
- (Q5011497) (← links)
- Graph-Based Regularization for Regression Problems with Alignment and Highly Correlated Designs (Q5027037) (← links)
- Distance-based outlier detection for high dimension, low sample size data (Q5036480) (← links)
- A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
- Hypothesis Testing for Network Data with Power Enhancement (Q5037828) (← links)
- Nonparametric covariance estimation for mixed longitudinal studies, with applications in midlife women's health (Q5037830) (← links)
- Coupling Techniques for Nonlinear Ensemble Filtering (Q5044993) (← links)
- Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data (Q5052912) (← links)
- A resample-replace lasso procedure for combining high-dimensional markers with limit of detection (Q5056946) (← links)
- A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices (Q5058396) (← links)
- Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation (Q5066396) (← links)
- Block-Diagonal Covariance Estimation and Application to the Shapley Effects in Sensitivity Analysis (Q5075230) (← links)
