Pages that link to "Item:Q5256289"
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The following pages link to Estimation of a sparse and spiked covariance matrix (Q5256289):
Displaying 4 items.
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- Covariance estimation via sparse Kronecker structures (Q1750103) (← links)
- Spiked separable covariance matrices and principal components (Q2039807) (← links)
- Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)