Robust estimation of high-dimensional covariance and precision matrices-Reference-Cited by-同舟云学术

Robust estimation of high-dimensional covariance and precision matrices

Published:2018-03-27 Issue:2 Volume:105 Page:271-284
ISSN:0006-3444
Container-title:Biometrika
language:en
Short-container-title:

Author:

Avella-Medina Marco¹,Battey Heather S²,Fan Jianqing³,Li Quefeng⁴

Affiliation:

1. Sloan School of Management, Massachusetts Institute of Technology, 30 Memorial Drive, Cambridge, Massachusetts, U.S.A

2. Department of Mathematics, Imperial College London, 545 Huxley Building, South Kensington Campus, London, U.K

3. Department of Operations Research and Financial Engineering, Princeton University, 205 Sherred Hall, Princeton, New Jersey, U.S.A

4. Department of Biostatistics, University of North Carolina at Chapel Hill, 3105D McGavran-Greenberg Hall, Chapel Hill, North Carolina, U.S.A

Funder

National Science Foundation

National Institutes of Health

Engineering and Physical Sciences Research Council

Publisher

Oxford University Press (OUP)

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,General Agricultural and Biological Sciences,Agricultural and Biological Sciences (miscellaneous),General Mathematics,Statistics and Probability

Link

http://academic.oup.com/biomet/article-pdf/105/2/271/25136342/asy011.pdf

Reference32 articles.

1. Regularization of wavelet approximations.;Antoniadis,;J. Am. Statist. Assoc.,2001

2. The skew-normal distribution and related multivariate families.;Azzalini,;Scand. J. Statist.,2005

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

4. Convex Optimization

5. Bandits with heavy tail.;Bubeck,;IEEE Trans. Info. Theory,2013

Cited by 58 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. Rank-based correlation matrix estimation for high dimensional microbiome data;Statistics;2024-08-29

2. Estimation of sparse covariance matrix via non-convex regularization;Journal of Multivariate Analysis;2024-07

3. Identifying stationary microbial interaction networks based on irregularly spaced longitudinal 16S rRNA gene sequencing data;Frontiers in Microbiomes;2024-06-03

4. Sparse basis covariance matrix estimation for high dimensional compositional data via hard thresholding;Statistics & Probability Letters;2024-06

5. A new robust covariance matrix estimation for high‐dimensional microbiome data;Australian & New Zealand Journal of Statistics;2024-05-28