Pages that link to "Item:Q5743159"

The following pages link to Condition-Number-Regularized Covariance Estimation (Q5743159):

Displaying 50 items.

• The minimum regularized covariance determinant estimator (Q92466) (← links)
• On generating random Gaussian graphical models (Q135242) (← links)
• A well-conditioned estimator for large-dimensional covariance matrices (Q149569) (← links)
• A note on covariance estimation in the unbiased estimator of risk framework (Q282890) (← links)
• Regularization for high-dimensional covariance matrix (Q287603) (← links)
• Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
• The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
• A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
• Stable estimators of inverse covariance matrices (Q354872) (← links)
• Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
• On the condition number anomaly of Gaussian correlation matrices (Q472459) (← links)
• The spectral condition number plot for regularization parameter evaluation (Q782639) (← links)
• An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
• A study of regularized Gaussian classifier in high-dimension small sample set case based on MDL principle with application to spectrum recognition (Q937427) (← links)
• Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
• Generalized estimating equations with stabilized working correlation structure (Q1658494) (← links)
• Ridge estimation of inverse covariance matrices from high-dimensional data (Q1659004) (← links)
• Clusterwise linear regression modeling with soft scale constraints (Q1679660) (← links)
• Numerical instability of calculating inverse of spatial covariance matrices (Q1687210) (← links)
• Accuracy of regularized D-rule for binary classification (Q1747093) (← links)
• Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
• Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization (Q2068898) (← links)
• Simplicial and minimal-variance distances in multivariate data analysis (Q2074654) (← links)
• Mitigating unobserved spatial confounding when estimating the effect of supermarket access on cardiovascular disease deaths (Q2078796) (← links)
• Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
• A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
• Efficient algorithms for solving condition number-constrained matrix minimization problems (Q2226404) (← links)
• An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067) (← links)
• Sparse precision matrices for minimum variance portfolios (Q2320464) (← links)
• Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
• Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage (Q2418516) (← links)
• Design-free estimation of variance matrices (Q2451793) (← links)
• Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
• Restoring definiteness via shrinking, with an application to correlation matrices with a fixed block (Q2805267) (← links)
• A well-conditioned and sparse estimation of covariance and inverse covariance matrices using a joint penalty (Q2834445) (← links)
• (Q3486648) (← links)
• Estimating a covariance matrix for market risk management and the case of credit default swaps (Q4628036) (← links)
• (Q4637074) (← links)
• Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024) (← links)
• A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
• Multilevel maximum likelihood estimation with application to covariance matrices (Q5078290) (← links)
• Correlation structure regularization via entropy loss function for high-dimension and low-sample-size data (Q5082586) (← links)
• High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators (Q5107390) (← links)
• Two sample test for high-dimensional partially paired data (Q5130309) (← links)
• On Parameter Estimation for High Dimensional Errors-in-Variables Models (Q5141233) (← links)
• Graph-Guided Banding of the Covariance Matrix (Q5231506) (← links)
• Conditioning theory of the equality constrained quadratic programming and its applications (Q5858718) (← links)
• An improved banded estimation for large covariance matrix (Q5875206) (← links)
• A Compound Decision Approach to Covariance Matrix Estimation (Q6055869) (← links)
• On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)