Tuning Parameter Selection in Regularized Estimations of Large Covariance Matrices

15 August 2013

Papers citing "Tuning Parameter Selection in Regularized Estimations of Large Covariance Matrices"

2 / 2 papers shown

Title
Estimation of Large Covariance and Precision Matrices from Temporally Dependent Observations Hai Shu B. Nan 425 21 0 16 Dec 2014
The Minimum S-Divergence Estimator under Continuous Models: The Basu-Lindsay Approach A. Ghosh A. Basu 64 14 0 06 Aug 2014