Pages that link to "Item:Q5093929"

The following pages link to An overview of the estimation of large covariance and precision matrices (Q5093929):

Displaying 49 items.

• ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (Q5024496) (← links)
• An inertial proximal alternating direction method of multipliers for nonconvex optimization (Q5031320) (← links)
• A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
• ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM (Q5051523) (← links)
• Diagonally Dominant Principal Component Analysis (Q5066006) (← links)
• MIP-BOOST: Efficient and Effective <i>L</i>₀ Feature Selection for Linear Regression (Q5066443) (← links)
• Estimating Multiple Precision Matrices With Cluster Fusion Regularization (Q5066469) (← links)
• Averaging estimation for conditional covariance models (Q5076879) (← links)
• The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data (Q5146046) (← links)
• (Q5159407) (← links)
• Higher order moments of the estimated tangency portfolio weights (Q5861531) (← links)
• <i>Econometric Reviews</i> Honors Cheng Hsiao (Q5862424) (← links)
• Factor analysis of correlation matrices when the number of random variables exceeds the sample size (Q5880184) (← links)
• Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices (Q5881097) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation'' (Q5965314) (← links)
• On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)
• Information‐incorporated Gaussian graphical model for gene expression data (Q6079466) (← links)
• Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
• Regression trees and ensemble for multivariate outcomes (Q6102203) (← links)
• A new non‐parametric cross‐spectrum estimator (Q6134631) (← links)
• Sparse precision matrix estimation with missing observations (Q6138150) (← links)
• Realized regression with asynchronous and noisy high frequency and high dimensional data (Q6150525) (← links)
• Robust tests for scatter separability beyond Gaussianity (Q6166907) (← links)
• Positive-definite thresholding estimators of covariance matrices with zeros (Q6168115) (← links)
• A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity (Q6173730) (← links)
• Local Whittle estimation of high-dimensional long-run variance and precision matrices (Q6183868) (← links)
• Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis (Q6184932) (← links)
• Detection of Multiple Structural Breaks in Large Covariance Matrices (Q6190696) (← links)
• Precision matrix estimation under the horseshoe-like prior-penalty dual (Q6200870) (← links)
• Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo (Q6201421) (← links)
• The minimum covariance determinant estimator for interval-valued data (Q6494424) (← links)
• Sparse covariance matrix estimation for ultrahigh dimensional data (Q6543937) (← links)
• A new approach for ultrahigh dimensional precision matrix estimation (Q6556783) (← links)
• A new robust covariance matrix estimation for high-dimensional microbiome data (Q6581430) (← links)
• Composite Index Construction with Expert Opinion (Q6586887) (← links)
• High-dimensional covariance matrix estimation (Q6601084) (← links)
• Algorithm 1042: sparse precision matrix estimation with \texttt{SQUIC} (Q6604166) (← links)
• The cluster D-trace loss for differential network analysis (Q6604246) (← links)
• Estimation of covariance and precision matrix, network structure, and a view toward systems biology (Q6607066) (← links)
• Spectrally constrained optimization (Q6608071) (← links)
• Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings (Q6617825) (← links)
• Integrating approximate single factor graphical models (Q6627280) (← links)
• A novel robust estimation for high-dimensional precision matrices (Q6629954) (← links)
• Monitoring Heterogeneous Multivariate Profiles Based on Heterogeneous Graphical Model (Q6631062) (← links)
• Rank-based correlation matrix estimation for high dimensional microbiome data (Q6633376) (← links)
• A comparison of methods for estimating the determinant of high-dimensional covariance matrix (Q6636158) (← links)
• A Bhattacharyya-type conditional error bound for quadratic discriminant analysis (Q6643668) (← links)
• Modelling correlation matrices in multivariate data, with application to reciprocity and complementarity of child-parent exchanges of support (Q6665488) (← links)