Pages that link to "Item:Q1750103"
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The following pages link to Covariance estimation via sparse Kronecker structures (Q1750103):
Displaying 17 items.
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness (Q290708) (← links)
- Asymptotic properties on high-dimensional multivariate regression M-estimation (Q2022560) (← links)
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455) (← links)
- New challenges in covariance estimation: multiple structures and coarse quantization (Q2106471) (← links)
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function (Q2228128) (← links)
- Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data (Q2293546) (← links)
- Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate (Q2306279) (← links)
- Estimating MIMO channel covariances from training data under the Kronecker model (Q2377675) (← links)
- Kronecker-structured covariance models for multiway data (Q2678238) (← links)
- Array variate random variables with multiway Kronecker delta covariance matrix structure (Q2819988) (← links)
- More on the Kronecker Structured Covariance Matrix (Q2920054) (← links)
- On the Covariance Completion Problem Under a Circulant Structure (Q5347687) (← links)
- A proximal distance algorithm for likelihood-based sparse covariance estimation (Q5872849) (← links)
- Statistical inference on the significance of rows and columns for matrix-valued data in an additive model (Q6064232) (← links)
- Robust tests for scatter separability beyond Gaussianity (Q6166907) (← links)
- Sliced average variance estimation for tensor data (Q6565525) (← links)
