Sparsistency and rates of convergence in large covariance matrix
estimation

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Sparsistency and rates of convergence in large covariance matrix estimation

26 November 2007

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Papers citing "Sparsistency and rates of convergence in large covariance matrix estimation"

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Title
Learning Multi-Attribute Differential Graphs with Non-Convex Penalties Jitendra K Tugnait 769 0 0 14 May 2025
Optimal rates of convergence for covariance matrix estimation Tommaso Cai Cun-Hui Zhang Harrison H. Zhou 186 475 0 19 Oct 2010
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 231 398 0 21 Jan 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 214 1,277 0 20 Jan 2009
Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models H. Zou Runze Li 313 1,234 0 07 Aug 2008
Asymptotic properties of bridge estimators in sparse high-dimensional regression models Jian Huang J. Horowitz Shuangge Ma 243 517 0 04 Apr 2008
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 402 1,386 0 13 Mar 2008
Sparse permutation invariant covariance estimation Adam J. Rothman Peter J. Bickel Elizaveta Levina Ji Zhu 647 908 0 31 Jan 2008
Sparse Additive Models Pradeep Ravikumar John D. Lafferty Han Liu Larry A. Wasserman 511 573 0 28 Nov 2007