Statistical analysis of latent generalized correlation matrix estimation
in transelliptical distribution

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Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution

29 May 2013

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Papers citing "Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution"

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Title
Efficient Estimation of Regularized Tyler's M-Estimator Using Approximate LOOCV Karim Abou-Moustafa 30 0 0 30 May 2025
Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data Xin Chen Dan Yang Yan Xu Yin Xia Dong Wang Haipeng Shen 73 10 0 30 Jun 2020
Generative Adversarial Nets for Robust Scatter Estimation: A Proper Scoring Rule Perspective Chao Gao Yuan Yao Weizhi Zhu 84 22 0 05 Mar 2019
Inference for Individual Mediation Effects and Interventional Effects in Sparse High-Dimensional Causal Graphical Models Abhishek Chakrabortty Preetam Nandy Hongzhe Li CML 16 19 0 27 Sep 2018
Sparse Linear Isotonic Models Sheng Chen A. Banerjee 60 3 0 16 Oct 2017
Clustering Financial Time Series: How Long is Enough? Gautier Marti Sébastien Andler Frank Nielsen Philippe Donnat AI4TS AIFin 50 26 0 13 Mar 2016