Pages that link to "Item:Q1660228"
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The following pages link to Sparse estimation of high-dimensional correlation matrices (Q1660228):
Displaying 24 items.
- Sparse regression with output correlation for cardiac ejection fraction estimation (Q781053) (← links)
- Inference for high-dimensional differential correlation matrices (Q900795) (← links)
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
- Estimating large correlation matrices for international migration (Q1624816) (← links)
- 2nd special issue on robust analysis of complex data (Q1658176) (← links)
- Editorial: Special issue on advances in data mining and robust statistics (Q1660227) (← links)
- Estimating large covariance matrix with network topology for high-dimensional biomedical data (Q1663109) (← links)
- Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas (Q1748867) (← links)
- Covariance estimation via sparse Kronecker structures (Q1750103) (← links)
- Weighted covariance matrix estimation (Q2002720) (← links)
- High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349) (← links)
- Valid post-selection inference in model-free linear regression (Q2215767) (← links)
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate (Q2306279) (← links)
- An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions (Q2352445) (← links)
- On the penalized maximum likelihood estimation of high-dimensional approximate factor model (Q2418076) (← links)
- D-trace estimation of a precision matrix using adaptive lasso penalties (Q2418368) (← links)
- Positive definite estimators of large covariance matrices (Q2913862) (← links)
- How to estimate the correlation dimension of high-dimensional signals? (Q4591604) (← links)
- Dimension-wise sparse low-rank approximation of a matrix with application to variable selection in high-dimensional integrative analyzes of association (Q5044698) (← links)
- A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices (Q5058396) (← links)
- Fast Computation of Latent Correlations (Q5066507) (← links)
- Correlation structure regularization via entropy loss function for high-dimension and low-sample-size data (Q5082586) (← links)
- On sparsity scales and covariance matrix transformations (Q5859765) (← links)
- Estimation of sparse covariance matrix via non-convex regularization (Q6536688) (← links)
