Results 261 to 270 of about 615,565 (289)

covariance matrix

2014
openaire   +1 more source

Regularized Covariance Matrix

2023
openaire   +1 more source

Sparsistency and rates of convergence in large covariance matrix estimation

Annals of Statistics, 2009
Clifford Lam, Jianqing Fan
exaly  

Approximating the covariance matrix

2014
Silouanos Brazitikos, Apostolos Giannopoulos, Petros Valettas, Beatrice-Helen Vritsiou   +3 more
openaire   +1 more source

Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings

Computational Statistics and Data Analysis, 2015
Anestis Touloumis
exaly  

A Geometric Approach to Covariance Matrix Estimation and its Applications to Radar Problems

IEEE Transactions on Signal Processing, 2018
Augusto Aubry, ∧Antonio De Maio, Luca Pallotta   +2 more
exaly  

High-dimensional covariance matrix estimation with missing observations

Bernoulli, 2014
Karim Lounici
exaly  

Comments on ''covariance matrix approximation.''

AIAA Journal, 1965
openaire   +2 more sources

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

Computational Statistics and Data Analysis, 2011
Thomas J Fisher
exaly  

Spectrum estimation for large dimensional covariance matrices using random matrix theory

Annals of Statistics, 2008
Noureddine El Karoui
exaly