Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas

28 May 2013

Papers citing "Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas"

20 / 20 papers shown

Title
An Introduction to Matrix Concentration Inequalities J. Tropp 131 1,148 0 07 Jan 2015
Multivariate Analysis of Nonparametric Estimates of Large Correlation Matrices Ritwik Mitra Cun-Hui Zhang 93 28 0 24 Mar 2014
Regularized rank-based estimation of high-dimensional nonparanormal graphical models Lingzhou Xue H. Zou 104 263 0 13 Feb 2013
Optimal rates of convergence for sparse covariance matrix estimation T. Cai Harrison H. Zhou 140 246 0 13 Feb 2013
On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA F. Bunea Luo Xiao 621 92 0 21 Dec 2012
The Nonparanormal SKEPTIC Han Liu Fang Han M. Yuan John D. Lafferty Larry A. Wasserman 530 197 0 27 Jun 2012
Diagonal and Low-Rank Matrix Decompositions, Correlation Matrices, and Ellipsoid Fitting J. Saunderson V. Chandrasekaran P. Parrilo A. Willsky 86 79 0 05 Apr 2012
A General Framework of Dual Certificate Analysis for Structured Sparse Recovery Problems Cun-Hui Zhang Tong Zhang 67 16 0 16 Jan 2012
High-dimensional covariance matrix estimation with missing observations Karim Lounici 155 183 0 12 Jan 2012
Large Covariance Estimation by Thresholding Principal Orthogonal Complements Jianqing Fan Yuan Liao Martina Mincheva 128 854 0 30 Dec 2011
Noisy matrix decomposition via convex relaxation: Optimal rates in high dimensions Alekh Agarwal S. Negahban Martin J. Wainwright 203 433 0 23 Feb 2011
Nuclear norm penalization and optimal rates for noisy low rank matrix completion V. Koltchinskii Alexandre B. Tsybakov Karim Lounici 187 662 0 29 Nov 2010
Optimal rates of convergence for covariance matrix estimation Tommaso Cai Cun-Hui Zhang Harrison H. Zhou 134 474 0 19 Oct 2010
Latent variable graphical model selection via convex optimization V. Chandrasekaran P. Parrilo A. Willsky CML 205 509 0 06 Aug 2010
Optimal selection of reduced rank estimators of high-dimensional matrices F. Bunea Yiyuan She M. Wegkamp 200 241 0 18 Apr 2010
Estimation of high-dimensional low-rank matrices Angelika Rohde Alexandre B. Tsybakov 234 382 0 29 Dec 2009
Estimation of (near) low-rank matrices with noise and high-dimensional scaling S. Negahban Martin J. Wainwright 205 569 0 27 Dec 2009
Rank-Sparsity Incoherence for Matrix Decomposition V. Chandrasekaran Sujay Sanghavi P. Parrilo A. Willsky CML 218 1,111 0 11 Jun 2009
The Nonparanormal: Semiparametric Estimation of High Dimensional Undirected Graphs Han Liu John D. Lafferty Larry A. Wasserman 135 762 0 03 Mar 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 175 1,272 0 20 Jan 2009