Pages that link to "Item:Q714954"
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The following pages link to Partial estimation of covariance matrices (Q714954):
Displaying 15 items.
- Two kinds of variance/covariance estimates in linear mixed models (Q361874) (← links)
- How close is the sample covariance matrix to the actual covariance matrix? (Q715740) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- Perturbations and projections of Kalman-Bucy semigroups (Q1660302) (← links)
- From low- to high-dimensional moments without magic (Q1800499) (← links)
- Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices (Q1800935) (← links)
- New challenges in covariance estimation: multiple structures and coarse quantization (Q2106471) (← links)
- Covariance estimation under one-bit quantization (Q2112828) (← links)
- Robust modifications of U-statistics and applications to covariance estimation problems (Q2278677) (← links)
- Estimation of deviation for random covariance matrices (Q2335874) (← links)
- An efficiency upper bound for inverse covariance estimation (Q2351738) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- Partially pooled covariance matrix estimation in discriminant analysis (Q3474036) (← links)
- Separable expansions for covariance estimation via the partial inner product (Q5879531) (← links)
