References in zbMATH (referenced in 50 articles , 1 standard article )

Showing results 21 to 40 of 50.
Sorted by year (citations)
  1. Su, Wen Qing; Guo, Xiao; Zhang, Hai: Differentially private precision matrix estimation (2020)
  2. Bien, Jacob: Graph-guided banding of the covariance matrix (2019)
  3. Choi, Young-Geun; Lim, Johan; Roy, Anindya; Park, Junyong: Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage (2019)
  4. Fop, Michael; Murphy, Thomas Brendan; Scrucca, Luca: Model-based clustering with sparse covariance matrices (2019)
  5. Guibert, Quentin; Lopez, Olivier; Piette, Pierrick: Forecasting mortality rate improvements with a high-dimensional VAR (2019)
  6. Kellner, Jérémie; Celisse, Alain: A one-sample test for normality with kernel methods (2019)
  7. Wang, Shaoxin; Yang, Hu; Yao, Chaoli: On the penalized maximum likelihood estimation of high-dimensional approximate factor model (2019)
  8. Zhou, Hua; Hu, Liuyi; Zhou, Jin; Lange, Kenneth: MM algorithms for variance components models (2019)
  9. Azose, Jonathan J.; Raftery, Adrian E.: Estimating large correlation matrices for international migration (2018)
  10. Bishop, Adrian N.; Del Moral, Pierre; Pathiraja, Sahani D.: Perturbations and projections of Kalman-Bucy semigroups (2018)
  11. Chen, Xi; Liu, Weidong: Testing independence with high-dimensional correlated samples (2018)
  12. Hong, Younghee; Kim, Choongrak: Recent developments in high dimensional covariance estimation and its related issues, a review (2018)
  13. Leng, Chenlei; Pan, Guangming: Covariance estimation via sparse Kronecker structures (2018)
  14. Le Thi, Hoai An; Pham Dinh, Tao: DC programming and DCA: thirty years of developments (2018)
  15. Mak, Simon; Sung, Chih-Li; Wang, Xingjian; Yeh, Shiang-Ting; Chang, Yu-Hung; Joseph, V. Roshan; Yang, Vigor; Wu, C. F. Jeff: An efficient surrogate model for emulation and physics extraction of large eddy simulations (2018)
  16. Nanty, Simon; Helbert, Céline; Marrel, Amandine; Pérot, Nadia; Prieur, Clémentine: Uncertainty quantification for functional dependent random variables (2017)
  17. Phan, Duy Nhat; Le Thi, Hoai An; Dinh, Tao Pham: Sparse covariance matrix estimation by DCA-based algorithms (2017)
  18. Bai, Jushan; Liao, Yuan: Efficient estimation of approximate factor models via penalized maximum likelihood (2016)
  19. Cui, Ying; Leng, Chenlei; Sun, Defeng: Sparse estimation of high-dimensional correlation matrices (2016)
  20. Nanty, Simon; Helbert, Céline; Marrel, Amandine; Pérot, Nadia; Prieur, Clémentine: Sampling, metamodeling, and sensitivity analysis of numerical simulators with functional stochastic inputs (2016)