Pages that link to "Item:Q5093929"

The following pages link to An overview of the estimation of large covariance and precision matrices (Q5093929):

Displaying 50 items.

• Non-asymptotic error controlled sparse high dimensional precision matrix estimation (Q145307) (← links)
• Covariance structure regularization via Frobenius-norm discrepancy (Q501226) (← links)
• On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach (Q825354) (← links)
• Promote sign consistency in the joint estimation of precision matrices (Q830115) (← links)
• Estimating large correlation matrices for international migration (Q1624816) (← links)
• Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
• A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
• Inference for eigenvalues and eigenvectors in exponential families of random symmetric matrices (Q1679571) (← links)
• Combining different models (Q1702881) (← links)
• A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
• The e-MoM approach for approximating matrix functionals (Q1989169) (← links)
• Semiparametric model for covariance regression analysis (Q2008100) (← links)
• Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
• Estimating high-dimensional covariance and precision matrices under general missing dependence (Q2074279) (← links)
• High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349) (← links)
• Detection of hubs in complex networks by the Laplacian matrix (Q2131998) (← links)
• Diagonal nonlinear transformations preserve structure in covariance and precision matrices (Q2140863) (← links)
• Joint non-parametric estimation of mean and auto-covariances for Gaussian processes (Q2143035) (← links)
• Limiting spectral distribution of large dimensional Spearman's rank correlation matrices (Q2146458) (← links)
• Fitting Laplacian regularized stratified Gaussian models (Q2147926) (← links)
• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← links)
• Inference on covariance-mean regression (Q2172004) (← links)
• A fast iterative algorithm for high-dimensional differential network (Q2184396) (← links)
• Estimating sparse networks with hubs (Q2196140) (← links)
• Convergence of eigenvector empirical spectral distribution of sample covariance matrices (Q2196201) (← links)
• Statistical analysis of sparse approximate factor models (Q2199708) (← links)
• Certifiably optimal sparse inverse covariance estimation (Q2205987) (← links)
• Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix (Q2208902) (← links)
• Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
• Estimating covariance and precision matrices along subspaces (Q2219236) (← links)
• Detecting granular time series in large panels (Q2224994) (← links)
• An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067) (← links)
• Edge universality of separable covariance matrices (Q2279318) (← links)
• User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
• A large covariance matrix estimator under intermediate spikiness regimes (Q2293542) (← links)
• Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
• Large rank-based models with common noise (Q2322620) (← links)
• On the penalized maximum likelihood estimation of high-dimensional approximate factor model (Q2418076) (← links)
• Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) (← links)
• Fast estimates for the diagonal of the inverse of large scale matrices appearing in applications (Q2423594) (← links)
• Estimating linear covariance models with numerical nonlinear algebra (Q2659085) (← links)
• Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
• Precision matrix estimation using penalized generalized Sylvester matrix equation (Q2677125) (← links)
• Difference filter preconditioning for large covariance matrices (Q2903110) (← links)
• (Q2987573) (← links)
• A panorama of positivity. II: Fixed dimension (Q3295975) (← links)
• Packings in Real Projective Spaces (Q4687471) (← links)
• (Q4969222) (← links)
• Large System Spectral Analysis of Covariance Matrix Estimation (Q4975782) (← links)
• (Q4986369) (← links)