Adaptive covariance matrix estimation through block thresholding

2 November 2012

Papers citing "Adaptive covariance matrix estimation through block thresholding"

8 / 8 papers shown

Title
Graph-Guided Banding of the Covariance Matrix Jacob Bien 11 6 0 01 Jun 2016
Minimax Rate-optimal Estimation of High-dimensional Covariance Matrices with Incomplete Data T. Tony Cai Anru R. Zhang 19 37 0 14 May 2016
Estimation of Large Covariance and Precision Matrices from Temporally Dependent Observations Hai Shu B. Nan 38 20 0 16 Dec 2014
Inference for High-dimensional Differential Correlation Matrices T. Cai Anru R. Zhang 49 29 0 25 Aug 2014
SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties Danning Li H. Zou 38 11 0 25 Jun 2014
Simulation-Based Hypothesis Testing of High Dimensional Means Under Covariance Heterogeneity Jinyuan Chang Chaowen Zheng Wen-Xin Zhou Wen Zhou 47 64 0 08 Jun 2014
On the Strong Convergence of the Optimal Linear Shrinkage Estimator for Large Dimensional Covariance Matrix Taras Bodnar Arjun K. Gupta Nestor Parolya 32 46 0 12 Aug 2013
Optimal Linear Shrinkage Estimator for Large Dimensional Precision Matrix Taras Bodnar Arjun K. Gupta Nestor Parolya 110 52 0 05 Aug 2013