Pages that link to "Item:Q892255"
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The following pages link to Estimation of functionals of sparse covariance matrices (Q892255):
Displaying 16 items.
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- Bayesian inference for spectral projectors of the covariance matrix (Q1657873) (← links)
- Heterogeneity adjustment with applications to graphical model inference (Q1711558) (← links)
- Covariance estimation via sparse Kronecker structures (Q1750103) (← links)
- Testing independence with high-dimensional correlated samples (Q1750290) (← links)
- Estimation of conditional mean operator under the bandable covariance structure (Q2136639) (← links)
- Efficient estimation of linear functionals of principal components (Q2176629) (← links)
- Statistical and computational limits for sparse matrix detection (Q2196237) (← links)
- The two-to-infinity norm and singular subspace geometry with applications to high-dimensional statistics (Q2328047) (← links)
- Asymptotically efficient estimation of smooth functionals of covariance operators (Q2659447) (← links)
- Sparse multivariate function recovery with a high error rate in the evaluations (Q3452406) (← links)
- Estimating Large Precision Matrices via Modified Cholesky Decomposition (Q4986367) (← links)
- Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data (Q5052912) (← links)
- A proximal distance algorithm for likelihood-based sparse covariance estimation (Q5872849) (← links)
- Testing Simultaneous Diagonalizability (Q6567946) (← links)
