On the theoretic and practical merits of the banding estimator for large covariance matrices

4 February 2014

Papers citing "On the theoretic and practical merits of the banding estimator for large covariance matrices"

12 / 12 papers shown

Title
Tests for covariance matrix with fixed or divergent dimension Rongmao Zhang L. Peng Ruodu Wang 105 20 0 30 Oct 2013
Optimal rates of convergence for sparse covariance matrix estimation T. Cai Harrison H. Zhou 137 246 0 13 Feb 2013
On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA F. Bunea Luo Xiao 605 92 0 21 Dec 2012
Adaptive covariance matrix estimation through block thresholding By T. Tony Cai M. Yuan 78 129 0 02 Nov 2012
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation Yumou Qiu Songxi Chen 95 66 0 16 Aug 2012
Limiting Laws of Coherence of Random Matrices with Applications to Testing Covariance Structure and Construction of Compressed Sensing Matrices Tony Cai Tiefeng Jiang 78 196 0 14 Feb 2011
Optimal rates of convergence for covariance matrix estimation Tommaso Cai Cun-Hui Zhang Harrison H. Zhou 114 474 0 19 Oct 2010
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 158 397 0 21 Jan 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 165 1,270 0 20 Jan 2009
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 103 1,384 0 13 Mar 2008
Sparse permutation invariant covariance estimation Adam J. Rothman Peter J. Bickel Elizaveta Levina Ji Zhu 496 907 0 31 Jan 2008
Sparsistency and rates of convergence in large covariance matrix estimation Clifford Lam Jianqing Fan 179 608 0 26 Nov 2007