登录 注册 会员服务 联系我们

Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions

  • Published:2016-03 Issue: Volume:95 Page:95-108
  • ISSN:0167-9473
  • Container-title:Computational Statistics & Data Analysis
  • language:en
  • Short-container-title:Computational Statistics & Data Analysis

Author:

Ikeda Yuki,Kubokawa Tatsuya,Srivastava Muni S.

Funder

Japan Society for the Promotion of Science

NSERC of Canada

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference33 articles.

1. Broad patterns of gene expression revealed by clustering analysis of tumor and normal colon tissues probed by oligonucleotide arrays;Alon;Proc. Natl. Acad. Sci. USA,1999

2. Estimating high dimensional covariance matrices and its applications;Bai;Ann. Econ. Finance,2011

3. Covariance regularization by thresholding;Bickel;Ann. Statist.,2008

4. Regularized estimation of large covariance matrices;Bickel;Ann. Statist.,2008

5. Adaptive thresholding for sparse covariance matrix estimation;Cai;J. Amer. Statist. Assoc.,2011

Cited by 26 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Quasi shrinkage estimation of a block-structured covariance matrix;Journal of Statistical Computation and Simulation;2024-07-03

2. Deep Convolution Network Based Super Resolution DOA Estimation with Toeplitz and Sparse Prior;ICASSP 2024 - 2024 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP);2024-04-14

3. Covariance matrix estimation method of FDA-MIMO radar with low snapshot size;Digital Signal Processing;2024-02

4. Toward Fair Facial Expression Recognition with Improved Distribution Alignment;INTERNATIONAL CONFERENCE ON MULTIMODAL INTERACTION;2023-10-09

5. Optimal Shrinkage-Based Portfolio Allocation with Banded-Toeplitz Target;2023 6th International Conference on Artificial Intelligence and Big Data (ICAIBD);2023-05-26
同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3