Adaptive estimation of covariance matrices via Cholesky decomposition

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Adaptive estimation of covariance matrices via Cholesky decomposition

7 October 2010

Nicolas Verzélen

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Papers citing "Adaptive estimation of covariance matrices via Cholesky decomposition"

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Title
Sparse Principal Components Analysis Iain M. Johnstone A. Lu 122 212 0 28 Jan 2009
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 207 397 0 21 Jan 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 204 1,273 0 20 Jan 2009
High-dimensional Gaussian model selection on a Gaussian design Nicolas Verzélen 118 15 0 15 Aug 2008
The sparsity and bias of the Lasso selection in high-dimensional linear regression Cun-Hui Zhang Jian Huang 469 869 0 07 Aug 2008
Bolasso: model consistent Lasso estimation through the bootstrap Francis R. Bach 89 451 0 08 Apr 2008
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 385 1,385 0 13 Mar 2008
Sparse permutation invariant covariance estimation Adam J. Rothman Peter J. Bickel Elizaveta Levina Ji Zhu 590 905 0 31 Jan 2008
Sparsistency and rates of convergence in large covariance matrix estimation Clifford Lam Jianqing Fan 228 610 0 26 Nov 2007