Large Covariance Estimation by Thresholding Principal Orthogonal Complements

SSRN Electronic Journal
doi 10.2139/ssrn.1977673
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Shrinkage Estimation of Large Covariance Matrices: Keep It Simple, Statistician?

SSRN Electronic Journal
2019English

Optimal Estimation of a Large-Dimensional Covariance Matrix Under Stein’s Loss

Bernoulli
StatisticsProbability
2018English

Estimation of Large Covariance Matrices of Longitudinal Data With Basis Function Approximations

Journal of Computational and Graphical Statistics
CombinatoricsUncertaintyStatisticsProbabilityDiscrete Mathematics
2007English

Wavelet Thresholding Techniques for Power Spectrum Estimation

IEEE Transactions on Signal Processing
Electronic EngineeringSignal ProcessingElectrical
1994English

Sample Efficient Toeplitz Covariance Estimation

2020English

Adaptive Wavelet Thresholding for Multichannel Signal Estimation

2003English

Sparse Estimation of a Covariance Matrix

Biometrika
StatisticsProbabilityUncertaintyApplied MathematicsBiological SciencesAgriculturalMathematics
2011English

Orthogonal Complements and Endomorphisms of Hilbert Modules and C*-Elliptic Complexes

1995English

Stable Estimation of a Covariance Matrix Guided by Nuclear Norm Penalties

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy