Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (English)
- New search for: Couillet, Romain
- New search for: McKay, Matthew
- New search for: Couillet, Romain
- New search for: McKay, Matthew
In:
Journal of Multivariate Analysis
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131
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99-120
;
2014
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ISSN:
- Article (Journal) / Electronic Resource
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Title:Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators
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Contributors:Couillet, Romain ( author ) / McKay, Matthew ( author )
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Published in:Journal of Multivariate Analysis ; 131 ; 99-120
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Publisher:
- New search for: Elsevier Inc.
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Publication date:2014-01-16
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Size:22 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 131
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt processBardet, Jean-Marc / Tudor, Ciprian et al. | 2013
- 17
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Distributions on matrix moment spacesDette, Holger / Guhlich, Matthias / Nagel, Jan et al. | 2013
- 32
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Comparison, utility, and partition of dependence under absolutely continuous and singular distributionsEbrahimi, Nader / Jalali, Nima Y. / Soofi, Ehsan S. et al. | 2014
- 51
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Exchangeable Hoeffding decompositions over finite sets: A combinatorial characterization and counterexamplesEl-Dakkak, Omar / Peccati, Giovanni / Prünster, Igor et al. | 2012
- 65
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Varying coefficient subdistribution regression for left-truncated semi-competing risks dataLi, Ruosha / Peng, Limin et al. | 2013
- 79
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Posterior analysis of rare variants in Gibbs-type species sampling modelsCesari, Oriana / Favaro, Stefano / Nipoti, Bernardo et al. | 2012
- 99
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Large dimensional analysis and optimization of robust shrinkage covariance matrix estimatorsCouillet, Romain / McKay, Matthew et al. | 2014
- 121
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A derivation of anti-Wishart distributionYu, Soonyu / Ryu, Jaena / Park, Kyoohong et al. | 2012
- 126
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Asymptotic expansion of the posterior density in high dimensional generalized linear modelsDasgupta, Shibasish / Khare, Kshitij / Ghosh, Malay et al. | 2013
- 149
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Estimating high dimensional covariance matrices: A new look at the Gaussian conjugate frameworkHannart, Alexis / Naveau, Philippe et al. | 2013
- 163
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An analysis of longitudinal data with nonignorable dropout using the truncated multivariate normal distributionJolani, Shahab et al. | 2013
- 174
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High-dimensional sparse MANOVACai, T. Tony / Xia, Yin et al. | 2013
- 197
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Preserving relationships between variables with MIVQUE based imputation for missing survey dataGelein, Brigitte / Haziza, David / Causeur, David et al. | 2013
- 209
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On binary and categorical time series models with feedbackMoysiadis, Theodoros / Fokianos, Konstantinos et al. | 2013
- 229
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Distribution of matrix quadratic forms under skew-normal settingsYe, Rendao / Wang, Tonghui / Gupta, Arjun K. et al. | 2013
- 240
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Second-order asymptotic theory for calibration estimators in sampling and missing-data problemsTan, Zhiqiang et al. | 2012
- 254
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A characterization of elliptical distributions and some optimality properties of principal components for functional dataBoente, Graciela / Salibián Barrera, Matías / Tyler, David E. et al. | 2013
- 265
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Maximal correlation in a non-diagonal caseLópez Blázquez, F. / Salamanca Miño, B. et al. | 2014
- 279
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On relations between BLUEs under two transformed linear modelsDong, Baomin / Guo, Wenxing / Tian, Yongge et al. | 2013
- 293
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A new test for the proportionality of two large-dimensional covariance matricesLiu, Baisen / Xu, Lin / Zheng, Shurong / Tian, Guo-Liang et al. | 2013
- IFC
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Editorial Board| 2014