Pages that link to "Item:Q2950215"
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The following pages link to Local linear estimation of covariance matrices via Cholesky decomposition (Q2950215):
Displaying 9 items.
- Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data (Q2418528) (← links)
- Local Covariance Estimation Using Costationarity (Q2787357) (← links)
- A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
- Averaging estimation for conditional covariance models (Q5076879) (← links)
- An improved modified cholesky decomposition approach for precision matrix estimation (Q5107717) (← links)
- A local moment estimator of the spectrum of a large dimensional covariance matrix (Q5413288) (← links)
- Cholesky-based model averaging for covariance matrix estimation (Q5880164) (← links)
- A new approach for ultrahigh-dimensional covariance matrix estimation (Q6067019) (← links)
- Sparse covariance matrix estimation for ultrahigh dimensional data (Q6543937) (← links)
