Pages that link to "Item:Q5222349"
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The following pages link to Tuning-parameter selection in regularized estimations of large covariance matrices (Q5222349):
Displaying 7 items.
- A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
- Estimating a covariance matrix for market risk management and the case of credit default swaps (Q4628036) (← links)
- Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions (Q6094089) (← links)
- Sparse covariance matrix estimation for ultrahigh dimensional data (Q6543937) (← links)
- Nonparametric covariance estimation with shrinkage toward stationary models (Q6601108) (← links)
- Estimation of covariance and precision matrix, network structure, and a view toward systems biology (Q6607066) (← links)
- High-Dimensional Dynamic Covariance Matrices With Homogeneous Structure (Q6620835) (← links)
