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On the Estimation of Polychoric Correlations and their Asymptotic Covariance Matrix
Psychometrika, 1994A general theory for parametric inference in contingency tables is outlined. Estimation of polychoric correlations is seen as a special case of this theory. The asymptotic covariance matrix of the estimated polychoric correlations is derived for the case when the thresholds are estimated from the univariate marginals and the polychoric correlations are
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Covariance Matrix Estimation Under Low-Rank Factor Model With Nonnegative Correlations
IEEE Transactions on Signal Processing, 2022Perez Palomar Daniel +2 more
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DoA Estimation Using Neural Network-Based Covariance Matrix Reconstruction
IEEE Signal Processing Letters, 2021Wolfgang Utschick, Andreas Barthelme
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Augmented Covariance Matrix Reconstruction for DOA Estimation Using Difference Coarray
IEEE Transactions on Signal Processing, 2021Zhi Zheng +2 more
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The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
Econometrica, 1987Chesher, Andrew, Jewitt, Ian
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Covariance matrix estimation and classification with limited training data
IEEE Transactions on Pattern Analysis and Machine Intelligence, 1996D A Landgrebe
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Large-scale Sparse Inverse Covariance Matrix Estimation
SIAM Journal of Scientific Computing, 2019Olaf Schenk +2 more
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High-dimensional covariance matrix estimation with missing observations
Bernoulli, 2014Karim Lounici
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