Pages that link to "Item:Q1658345"
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The following pages link to High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood (Q1658345):
Displaying 10 items.
- Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559) (← links)
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
- High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (Q2252887) (← links)
- The Matrix-Logarithmic Covariance Model (Q3128661) (← links)
- Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation (Q5066396) (← links)
- Lassoing eigenvalues (Q5113018) (← links)
- High dimensional semiparametric estimate of latent covariance matrix for matrix-variate (Q5226649) (← links)
- Covariance matrix selection and estimation via penalised normal likelihood (Q5503378) (← links)
- On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)
- A novel robust estimation for high-dimensional precision matrices (Q6629954) (← links)
