Pages that link to "Item:Q2348740"

The following pages link to On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA (Q2348740):

Displaying 27 items.

• Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
• Improved second order estimation in the singular multivariate normal model (Q272055) (← links)
• Estimation of low-rank covariance function (Q335675) (← links)
• Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
• A joint design for functional data with application to scheduling ultrasound scans (Q1662324) (← links)
• New asymptotic results in principal component analysis (Q1688427) (← links)
• Bagging-enhanced sampling schedule for functional quadratic regression (Q2074638) (← links)
• Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching (Q2108486) (← links)
• Inference in latent factor regression with clusterable features (Q2137004) (← links)
• Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
• Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data (Q2196217) (← links)
• Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
• Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations (Q2322678) (← links)
• Optimal estimation and rank detection for sparse spiked covariance matrices (Q2343031) (← links)
• On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA (Q2348740) (← links)
• Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828) (← links)
• Fast covariance estimation for high-dimensional functional data (Q2631375) (← links)
• Detecting approximate replicate components of a high-dimensional random vector with latent structure (Q2692538) (← links)
• Concentration Inequalities for Statistical Inference (Q3380883) (← links)
• ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions (Q4690955) (← links)
• (Q4986369) (← links)
• Blind Identification of Stochastic Block Models from Dynamical Observations (Q5027031) (← links)
• Representation and reconstruction of covariance operators in linear inverse problems (Q5117389) (← links)
• (Q5159462) (← links)
• Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA (Q6069877) (← links)
• Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions (Q6200904) (← links)
• Sparse and integrative principal component analysis for multiview data (Q6635573) (← links)