Optimal Linear Shrinkage Estimator for Large Dimensional Precision Matrix

5 August 2013

Papers citing "Optimal Linear Shrinkage Estimator for Large Dimensional Precision Matrix"

6 / 6 papers shown

Title
Testing Sparsity Assumptions in Bayesian Networks Luke Duttweiler Sally W. Thurston A. Almudevar 21 0 0 12 Jul 2023
High-dimensional Precision Matrix Estimation with a Known Graphical Structure Thi-Tinh-Minh Le Pingshou Zhong 22 6 0 28 Jun 2021
Rejoinder: On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning Lin Liu Rajarshi Mukherjee J. M. Robins CML 33 16 0 07 Aug 2020
Discriminant analysis in small and large dimensions Taras Bodnar S. Mazur E. Ngailo Nestor Parolya 16 7 0 08 May 2017
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix Taras Bodnar Holger Dette Nestor Parolya 18 12 0 21 Sep 2015
Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications Taras Bodnar M. Reiß 34 16 0 02 Jul 2014