Pages that link to "Item:Q6064131"
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The following pages link to On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131):
Displaying 5 items.
- CHOLESKY DECOMPOSITION OF A VARIANCE MATRIX IN REPEATED MEASURES ANALYSIS (Q3489182) (← links)
- An improved banded estimation for large covariance matrix (Q5875206) (← links)
- Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series (Q6047123) (← links)
- Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
- A novel robust estimation for high-dimensional precision matrices (Q6629954) (← links)