Rank-based tapering estimation of bandable correlation matrices
From MaRDI portal
Publication:5413246
DOI10.5705/ss.2012.052zbMath1285.62062OpenAlexW2004954813MaRDI QIDQ5413246
Publication date: 29 April 2014
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/0fe891bc23d656979c4e91a8655fb98fe7ab992d
Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Monte Carlo methods (65C05)
Related Items (5)
Robust Shape Matrix Estimation for High-Dimensional Compositional Data with Application to Microbial Inter-Taxa Analysis ⋮ Robust Covariance Matrix Estimation for High-Dimensional Compositional Data with Application to Sales Data Analysis ⋮ Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation ⋮ Rejoinder of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation ⋮ Robust covariance and scatter matrix estimation under Huber's contamination model
This page was built for publication: Rank-based tapering estimation of bandable correlation matrices
