Pages that link to "Item:Q993832"
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The following pages link to Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832):
Displaying 15 items.
- Robust inference of risks of large portfolios (Q308377) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Risks of large portfolios (Q494174) (← links)
- Cholesky-GARCH models with applications to finance (Q693317) (← links)
- Ensemble sparse estimation of covariance structure for exploring genetic disease data (Q830118) (← links)
- Sparse Recovery With Unknown Variance: A LASSO-Type Approach (Q2986269) (← links)
- Two Cholesky-log-GARCH models for multivariate volatilities (Q4971416) (← links)
- A permutation-based Bayesian approach for inverse covariance estimation (Q5077443) (← 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)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
- A novel robust estimation for high-dimensional precision matrices (Q6629954) (← links)
