Pages that link to "Item:Q2352445"
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The following pages link to An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions (Q2352445):
Displaying 11 items.
- Sparsity and the possibility of inference (Q987760) (← links)
- Sparse estimation of high-dimensional correlation matrices (Q1660228) (← links)
- Sample size determination for high dimensional parameter estimation with application to biomarker identification (Q1662060) (← links)
- A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
- NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
- A large covariance matrix estimator under intermediate spikiness regimes (Q2293542) (← links)
- Covariance estimation under spatial dependence (Q2485998) (← links)
- On the sparsity of signals in a random sample (Q3143467) (← links)
- Detecting the large entries of a sparse covariance matrix in sub-quadratic time (Q4603728) (← links)
- Trimmed estimators for large dimensional sparse covariance matrices (Q5197365) (← links)
- On sparsity scales and covariance matrix transformations (Q5859765) (← links)
