Results 1 to 10 of about 4,500,411 (350)

Sparsistency and rates of convergence in large covariance matrix estimation

Annals of Statistics, 2009
Clifford Lam, Jianqing Fan
exaly  

Covariance Matrix

2005
openaire   +1 more source

Limit of the Smallest Eigenvalue of a Large Dimensional Sample Covariance Matrix

Annals of Probability, 1993
Z D Bai, Y Q Yin
exaly  

Covariance Matrix

2011
openaire   +1 more source

covariance matrix

2014
openaire   +1 more source

Maximum Likelihood Estimation of a Structured Covariance Matrix With a Condition Number Constraint

IEEE Transactions on Signal Processing, 2012
Antonio de Maio, Augusto Aubry, Luca Pallotta   +2 more
exaly  

What Should be Done When an Estimated between-Group Covariance Matrix is not Nonnegative Definite?

American Statistician, 1985
Yasuo Amemiya
exaly  

Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data

, 2016
Jianqing Fan, A. Furger, D. Xiu
semanticscholar   +1 more source

A feature covariance matrix with serial particle filter for isolated sign language recognition

Expert systems with applications, 2016
K. Lim, A. W. Tan, S. Tan
semanticscholar   +1 more source

Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix

Computational Statistics and Data Analysis, 2011
Thomas J Fisher, Xiaoqian Sun
exaly