Pages that link to "Item:Q1952094"
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The following pages link to Adaptive estimation of covariance matrices via Cholesky decomposition (Q1952094):
Displaying 8 items.
- Optimal Bayesian minimax rates for unconstrained large covariance matrices (Q1631606) (← links)
- Variable selection and joint estimation of mean and covariance models with an application to eQTL data (Q1734403) (← links)
- Adaptive covariance estimation with model selection (Q1935400) (← links)
- Estimating Large Precision Matrices via Modified Cholesky Decomposition (Q4986367) (← links)
- A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
- Cholesky-based model averaging for covariance matrix estimation (Q5880164) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
- An improved central difference Kalman filter for satellite attitude estimation with state mutation (Q6085135) (← links)