Pages that link to "Item:Q5037036"
From MaRDI portal
The following pages link to A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036):
Displaying 14 items.
- Ensemble sparse estimation of covariance structure for exploring genetic disease data (Q830118) (← links)
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
- A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
- A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data (Q2008637) (← links)
- Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor (Q2252883) (← links)
- Sparse estimation of large covariance matrices via a nested Lasso penalty (Q2482977) (← links)
- Local linear estimation of covariance matrices via Cholesky decomposition (Q2950215) (← links)
- (Q2987573) (← links)
- Application of matrix partitioning method to covariance matrix (Q3381543) (← links)
- An improved modified cholesky decomposition approach for precision matrix estimation (Q5107717) (← links)
- An improved banded estimation for large covariance matrix (Q5875206) (← links)
- Cholesky-based model averaging for covariance matrix estimation (Q5880164) (← links)
- Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series (Q6047123) (← links)
- On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)
