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Shrinkage estimation of high dimensional covariance matrices
2009 IEEE International Conference on Acoustics, Speech and Signal Processing
◽
10.1109/icassp.2009.4960239
◽
2009
◽
Cited By ~ 18
Author(s):
Yilun Chen
◽
Ami Wiesel
◽
Alfred O. Hero
Keyword(s):
Covariance Matrices
◽
High Dimensional
◽
Shrinkage Estimation
Download Full-text
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Cited By
References
Robust Shrinkage Estimation of High-Dimensional Covariance Matrices
IEEE Transactions on Signal Processing
◽
10.1109/tsp.2011.2138698
◽
2011
◽
Vol 59
(9)
◽
pp. 4097-4107
◽
Cited By ~ 104
Author(s):
Yilun Chen
◽
A. Wiesel
◽
A. O. Hero
Keyword(s):
Covariance Matrices
◽
High Dimensional
◽
Shrinkage Estimation
Download Full-text
Robust shrinkage estimation of high-dimensional covariance matrices
2010 IEEE Sensor Array and Multichannel Signal Processing Workshop
◽
10.1109/sam.2010.5606730
◽
2010
◽
Cited By ~ 6
Author(s):
Yilun Chen
◽
Ami Wiesel
◽
Alfred O. Hero
Keyword(s):
Covariance Matrices
◽
High Dimensional
◽
Shrinkage Estimation
Download Full-text
Large Sample Covariance Matrices and High-Dimensional Data Analysis
10.1017/cbo9781107588080
◽
2015
◽
Cited By ~ 26
Author(s):
Jianfeng Yao
◽
Shurong Zheng
◽
Zhidong Bai
Keyword(s):
Data Analysis
◽
High Dimensional Data
◽
Covariance Matrices
◽
High Dimensional
◽
Large Sample
◽
Sample Covariance Matrices
◽
Sample Covariance
◽
High Dimensional Data Analysis
Download Full-text
Dynamic Principal Component CAW Models for High-Dimensional Realized Covariance Matrices
SSRN Electronic Journal
◽
10.2139/ssrn.2888520
◽
2016
◽
Author(s):
Bastian Gribisch
◽
Michael Stollenwerk
Keyword(s):
Principal Component
◽
Covariance Matrices
◽
High Dimensional
◽
Realized Covariance
Download Full-text
Sparse Estimation of High-Dimensional Inverse Covariance Matrices with Explicit Eigenvalue Constraints
Journal of the Operations Research Society of China
◽
10.1007/s40305-021-00351-y
◽
2021
◽
Author(s):
Yun-Hai Xiao
◽
Pei-Li Li
◽
Sha Lu
Keyword(s):
Covariance Matrices
◽
High Dimensional
◽
Sparse Estimation
Download Full-text
Empirical likelihood test for the equality of several high-dimensional covariance matrices
Science China Mathematics
◽
10.1007/s11425-019-1688-1
◽
2021
◽
Author(s):
Guili Liao
◽
Liang Peng
◽
Rongmao Zhang
Keyword(s):
Empirical Likelihood
◽
Covariance Matrices
◽
High Dimensional
Download Full-text
Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models
Scandinavian Journal of Statistics
◽
10.1111/sjos.12508
◽
2020
◽
Author(s):
Monika Bours
◽
Ansgar Steland
Keyword(s):
Time Series
◽
Linear Time
◽
Factor Models
◽
Covariance Matrices
◽
High Dimensional
◽
Large Sample
Download Full-text
Global one-sample tests for high-dimensional covariance matrices
Journal of Statistical Computation and Simulation
◽
10.1080/00949655.2021.1882459
◽
2021
◽
pp. 1-23
Author(s):
Xiaoyi Wang
◽
Baisen Liu
◽
Ning-Zhong Shi
◽
Guo-Liang Tian
◽
Shurong Zheng
Keyword(s):
Covariance Matrices
◽
High Dimensional
Download Full-text
Shrinkage Estimation of Effect Sizes as an Alternative to Hypothesis Testing Followed by Estimation in High-Dimensional Biology: Applications to Differential Gene Expression
Statistical Applications in Genetics and Molecular Biology
◽
10.2202/1544-6115.1504
◽
2010
◽
Vol 9
(1)
◽
Cited By ~ 5
Author(s):
Zahra Montazeri
◽
Corey M. Yanofsky
◽
David R. Bickel
Keyword(s):
Gene Expression
◽
Hypothesis Testing
◽
Differential Gene Expression
◽
Effect Sizes
◽
High Dimensional
◽
Shrinkage Estimation
◽
Differential Gene
Download Full-text
Ridge estimation of inverse covariance matrices from high-dimensional data
Computational Statistics & Data Analysis
◽
10.1016/j.csda.2016.05.012
◽
2016
◽
Vol 103
◽
pp. 284-303
◽
Cited By ~ 28
Author(s):
Wessel N. van Wieringen
◽
Carel F.W. Peeters
Keyword(s):
High Dimensional Data
◽
Covariance Matrices
◽
High Dimensional
◽
Ridge Estimation
Download Full-text
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