Pages that link to "Item:Q334313"
From MaRDI portal
The following pages link to A regularized profile likelihood approach to covariance matrix estimation (Q334313):
Displaying 7 items.
- The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
- Stable estimators of inverse covariance matrices (Q354872) (← links)
- Covariance structure regularization via Frobenius-norm discrepancy (Q501226) (← links)
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
- Covariance matrix estimation in the presence of auxiliary information (Q1895527) (← links)
- A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
- Estimating a covariance matrix for market risk management and the case of credit default swaps (Q4628036) (← links)
