Pages that link to "Item:Q1748867"
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The following pages link to Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas (Q1748867):
Displaying 7 items.
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
- Robust covariance and scatter matrix estimation under Huber's contamination model (Q1800790) (← links)
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
- Rank-based tapering estimation of bandable correlation matrices (Q5413246) (← links)
- Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation'' (Q5965314) (← links)
- Rejoinder of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation'' (Q5965318) (← links)
- Robust Shape Matrix Estimation for High-Dimensional Compositional Data with Application to Microbial Inter-Taxa Analysis (Q6069886) (← links)