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Estimation of covariance matrices
Results: 56

#	Item
11	Stochastic approximation of score functions for Gaussian processes Add to Reading List Source URL: arxiv.org Language: English - Date: 2013-12-10 20:17:39 Statistics Estimation theory Statistical theory Algebra of random variables M-estimators Maximum likelihood estimation Fisher information Covariance Multivariate random variable Matrix Variance Estimation of covariance matrices
12	Estimating Structured High-Dimensional Covariance and Precision Matrices: Optimal Rates and Adaptive Estimation T. Tony Cai1 , Zhao Ren2 and Harrison H. Zhou3 University of Pennsylvania, University of Pittsburgh and Yale Add to Reading List Source URL: www.stat.yale.edu Language: English - Date: 2014-10-30 13:14:43
13	Minimax Estimation of Large Covariance Matrices under ℓ1-Norm T. Tony Cai1 and Harrison H. Zhou2 University of Pennsylvania and Yale University Abstract Add to Reading List Source URL: www.stat.yale.edu Language: English - Date: 2012-04-06 10:02:23
14	1 COMMENTS on “MINIMAX ESTIMATION OF LARGE COVARIANCE MATRICES UNDER ℓ1 -NORM” Ming Yuan Georgia Institute of Technology Add to Reading List Source URL: pages.stat.wisc.edu Language: English - Date: 2013-01-03 18:16:36
15	Regularized estimation of large covariance matrices Add to Reading List Source URL: dept.stat.lsa.umich.edu Language: English - Date: 2008-02-05 06:52:03
16	Sparse estimation of large covariance matrices via a nested Lasso penalty Add to Reading List Source URL: dept.stat.lsa.umich.edu Language: English - Date: 2008-03-24 12:15:30
17	Positive-Definite ℓ1-Penalized Estimation of Large Covariance Matrices Lingzhou XUE, Shiqian MA, and Hui ZOU The thresholding covariance estimator has nice asymptotic properties for estimating sparse large covariance m Add to Reading List Source URL: users.stat.umn.edu Language: English - Date: 2013-02-04 23:58:23
18	CREATES Research PaperForecasting Covariance Matrices: A Mixed Frequency Approach Roxana Halbleib and Valeri Voev Add to Reading List Source URL: econ.au.dk Language: English - Date: 2011-09-21 09:13:16 Time series analysis Technical analysis Volatility Forecasting Estimation of covariance matrices Covariance Time series Statistics Mathematical finance Statistical forecasting
19	Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity Kris Boudt, Sébastien Laurent, Asger Lunde and Rogier Quaedvlieg CREATES Research Paper Add to Reading List Source URL: econ.au.dk Language: English - Date: 2014-02-25 03:07:30 Covariance and correlation Numerical linear algebra Multivariate statistics Estimation of covariance matrices Covariance matrix Cholesky decomposition Principal component analysis Covariance Variance Statistics Data analysis Estimation theory
20	LINSTAT – IWMS’2012 Będlewo, Poland, 16–20 July 2012, http://linstat2012.au.poznan.pl/ Sunday, :00 – 19:00 – Registration Add to Reading List Source URL: www.sis.uta.fi Language: English - Date: 2012-08-09 08:24:55 Optimal design Partial least squares regression Mixed model General linear model Resampling Generalized linear model Estimation of covariance matrices Errors-in-variables models Principal component analysis Statistics Regression analysis Linear regression

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