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High-dimensional Covariance Estimation by Pairwise Likelihood Truncation
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High-dimensional Covariance Estimation by Pairwise Likelihood Truncation

Alessandro Casa
Davide Ferrari
Zhendong Huang
ArXiv (abs)PDFHTML

Papers citing "High-dimensional Covariance Estimation by Pairwise Likelihood Truncation"

6 / 6 papers shown
Title
Graph-Guided Banding of the Covariance Matrix
Graph-Guided Banding of the Covariance Matrix
Jacob Bien
46
6
0
01 Jun 2016
Sequential Selection Procedures and False Discovery Rate Control
Sequential Selection Procedures and False Discovery Rate Control
M. G'Sell
Stefan Wager
Alexandra Chouldechova
Robert Tibshirani
197
166
0
20 Sep 2013
Optimal rates of convergence for sparse covariance matrix estimation
Optimal rates of convergence for sparse covariance matrix estimation
T. Cai
Harrison H. Zhou
145
246
0
13 Feb 2013
Covariance regularization by thresholding
Covariance regularization by thresholding
Peter J. Bickel
Elizaveta Levina
204
1,273
0
20 Jan 2009
Regularized estimation of large covariance matrices
Regularized estimation of large covariance matrices
Peter J. Bickel
Elizaveta Levina
385
1,385
0
13 Mar 2008
Sparsistency and rates of convergence in large covariance matrix estimation
Sparsistency and rates of convergence in large covariance matrix estimation
Clifford Lam
Jianqing Fan
228
610
0
26 Nov 2007

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