✦ LIBER ✦

SURE-tuned tapering estimation of large covariance matrices

✍ Scribed by Feng Yi; Hui Zou

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Covariance Tapering for Likelihood-Based

✍ Kaufman, Cari G.; Schervish, Mark J.; Nychka, Douglas W. 📂 Article 📅 2008 🏛 American Statistical Association 🌐 English ⚖ 377 KB

Nonparametric estimation of large covari

✍ Wu, W. B. 📂 Article 📅 2003 🏛 Oxford University Press 🌐 English ⚖ 180 KB

Covariance Tapering for Interpolation of

✍ Furrer, Reinhard; Genton, Marc G; Nychka, Douglas 📂 Article 📅 2006 🏛 American Statistical Association 🌐 English ⚖ 802 KB

Positive-Definite ℓ 1 -Penalized Estimat

✍ Xue, Lingzhou; Ma, Shiqian; Zou, Hui 📂 Article 📅 2012 🏛 American Statistical Association 🌐 English ⚖ 361 KB

Partial estimation of covariance matrice

✍ Levina, Elizaveta; Vershynin, Roman 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 193 KB

A well-conditioned estimator for large-d

✍ Olivier Ledoit; Michael Wolf 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 495 KB