Adaptive covariance matrix estimation through block thresholding

2 November 2012

Papers citing "Adaptive covariance matrix estimation through block thresholding"

12 / 12 papers shown

Title
Moving Beyond Sub-Gaussianity in High-Dimensional Statistics: Applications in Covariance Estimation and Linear Regression Arun K. Kuchibhotla Abhishek Chakrabortty 11 105 0 08 Apr 2018
Graph-Guided Banding of the Covariance Matrix Jacob Bien 19 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 44 20 0 16 Dec 2014
Inference for High-dimensional Differential Correlation Matrices T. Cai Anru R. Zhang 52 29 0 25 Aug 2014
SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties Danning Li H. Zou 47 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
Multivariate Analysis of Nonparametric Estimates of Large Correlation Matrices Ritwik Mitra Cun-Hui Zhang 43 28 0 24 Mar 2014
On the theoretic and practical merits of the banding estimator for large covariance matrices Luo Xiao F. Bunea 47 9 0 04 Feb 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
Estimating Sparse Precision Matrix: Optimal Rates of Convergence and Adaptive Estimation T. Tony Cai Weidong Liu Harrison H. Zhou 42 206 0 12 Dec 2012