Noise Estimation in the Spiked Covariance Model

27 August 2014

Papers citing "Noise Estimation in the Spiked Covariance Model"

4 / 4 papers shown

Title
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 231 397 0 21 Jan 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 212 1,277 0 20 Jan 2009
$High-dimensional covariance estimation by minimizing $\ell_1$-penalized log-determinant divergence$ High-dimensional covariance estimation by minimizing $\ell_1$ -penalized log-determinant divergence Pradeep Ravikumar Martin J. Wainwright Garvesh Raskutti Bin Yu 253 873 0 21 Nov 2008
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 402 1,385 0 13 Mar 2008