Pages that link to "Item:Q292867"
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The following pages link to Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867):
Displaying 22 items.
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
- Numerical implementation of the QuEST function (Q1658388) (← links)
- Generalized estimating equations with stabilized working correlation structure (Q1658494) (← links)
- A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data (Q1668581) (← links)
- Power-law partial correlation network models (Q1786580) (← links)
- High-dimensional linear discriminant analysis using nonparametric methods (Q2062785) (← links)
- Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
- Analytical nonlinear shrinkage of large-dimensional covariance matrices (Q2215772) (← 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)
- Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
- Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
- Tackling Small Eigen-Gaps: Fine-Grained Eigenvector Estimation and Inference Under Heteroscedastic Noise (Q5032583) (← links)
- A Compound Decision Approach to Covariance Matrix Estimation (Q6055869) (← links)
- Estimating large‐dimensional connectedness tables: The great moderation through the lens of sectoral spillovers (Q6088831) (← links)
- A LINEAR-PROGRAMMING PORTFOLIO OPTIMIZER TO MEAN–VARIANCE OPTIMIZATION (Q6182050) (← links)
- Randomized time Riemannian manifold Hamiltonian Monte Carlo (Q6190671) (← links)
- High-dimensional covariance matrix estimation (Q6601084) (← links)
- High dimensional discriminant rules with shrinkage estimators of the covariance matrix and mean vector (Q6616195) (← links)
- A Synthetic Regression Model for Large Portfolio Allocation (Q6620982) (← links)
