Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Q5004044 - MaRDI portal

No label defined (Q5004044)

From MaRDI portal

Jump to:navigation, search

scientific article; zbMATH DE number 7376767

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7376767

Statements

scholarly article

0 references

0 references

publication date

30 July 2021

0 references

zbMATH Keywords

Bernstein-type inequality

0 references

covariance and precision matrix

0 references

heavy tailed data

0 references

high dimensional time series

0 references

Huber estimation

0 references

phase transition

0 references

regularized estimation

0 references

MaRDI profile type

MaRDI publication profile

0 references

A tail inequality for suprema of unbounded empirical processes with applications to Markov chains

0 references

Non-strong mixing autoregressive processes

0 references

Robust estimation of high-dimensional covariance and precision matrices

0 references

Regularized estimation in sparse high-dimensional time series models

0 references

One-Step Huber Estimates in the Linear Model

0 references

Covariance regularization by thresholding

0 references

Regularized estimation of large covariance matrices

0 references

Statistics for high-dimensional data. Methods, theory and applications.

0 references

Adaptive Thresholding for Sparse Covariance Matrix Estimation

0 references

A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation

0 references

Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation

0 references

Optimal rates of convergence for covariance matrix estimation

0 references

Optimal rates of convergence for sparse covariance matrix estimation

0 references

Challenging the empirical mean and empirical variance: a deviation study

0 references

0 references

Covariance and precision matrix estimation for high-dimensional time series

0 references

Iterated Random Functions

0 references

Bounds on regeneration times and limit theorems for subgeometric Markov chains

0 references

Operator norm consistent estimation of large-dimensional sparse covariance matrices

0 references

A multiplicative ergodic theorem for Lipschitz maps

0 references

Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions

0 references

Robust Estimation of a Location Parameter

0 references

Robust regression: Asymptotics, conjectures and Monte Carlo

0 references

Locally contracting iterated functions and stability of Markov chains

0 references

Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model

0 references

Sparsistency and rates of convergence in large covariance matrix estimation

0 references

Banded and tapered estimates for autocovariance matrices and the linear process bootstrap

0 references

High-dimensional autocovariance matrices and optimal linear prediction

0 references

High-dimensional graphs and variable selection with the Lasso

0 references

Bernstein inequality and moderate deviations under strong mixing conditions

0 references

A Bernstein type inequality and moderate deviations for weakly dependent sequences

0 references

Large deviations of sums of independent random variables

0 references

Partial Correlation Estimation by Joint Sparse Regression Models

0 references

0 references

High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence

0 references

0 references

On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables

0 references

Generalized Thresholding of Large Covariance Matrices

0 references

Sparse permutation invariant covariance estimation

0 references

Asymptotic spectral theory for nonlinear time series

0 references

0 references

0 references

Nonlinear system theory: Another look at dependence

0 references

On linear processes with dependent innovations

0 references

0 references

Limit theorems for iterated random functions

0 references

Performance bounds for parameter estimates of high-dimensional linear models with correlated errors

0 references

Regularized rank-based estimation of high-dimensional nonparanormal graphical models

0 references

0 references

Gaussian approximation for high dimensional time series

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5004044

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5004044&oldid=36702881"