Pages that link to "Item:Q6601084"
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The following pages link to High-dimensional covariance matrix estimation (Q6601084):
Displaying 5 items.
- A new robust covariance matrix estimation for high-dimensional microbiome data (Q6581430) (← links)
- Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach (Q6586883) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
- Penalized Estimation of Sparse Markov Regime-Switching Vector Auto-Regressive Models (Q6631165) (← links)
- Rank-based correlation matrix estimation for high dimensional microbiome data (Q6633376) (← links)