Pages that link to "Item:Q2834445"
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The following pages link to A well-conditioned and sparse estimation of covariance and inverse covariance matrices using a joint penalty (Q2834445):
Displaying 13 items.
- Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559) (← links)
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979) (← links)
- Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
- A joint convex penalty for inverse covariance matrix estimation (Q1623469) (← links)
- Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
- Nested kriging predictions for datasets with a large number of observations (Q1704020) (← links)
- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation (Q1796959) (← links)
- Sparse permutation invariant covariance estimation (Q1951760) (← links)
- Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints (Q2059164) (← links)
- An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067) (← links)
- Condition-Number-Regularized Covariance Estimation (Q5743159) (← links)
- A phase I change‐point method for high‐dimensional process with sparse mean shifts (Q6054755) (← links)
- Bandwidth selection for large covariance and precision matrices (Q6671919) (← links)
