Pages that link to "Item:Q2419664"
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The following pages link to Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664):
Displaying 9 items.
- Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559) (← links)
- Adaptive robust estimation in sparse vector model (Q820801) (← links)
- On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach (Q825354) (← links)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- Covariance estimation via sparse Kronecker structures (Q1750103) (← links)
- Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
- Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) (← links)
- Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data (Q5052912) (← links)
- High‐dimensional covariance matrix estimation using a low‐rank and diagonal decomposition (Q5094335) (← links)
