Multivariate Analysis of Nonparametric Estimates of Large Correlation Matrices

24 March 2014

Papers citing "Multivariate Analysis of Nonparametric Estimates of Large Correlation Matrices"

6 / 6 papers shown

Title
Generative Adversarial Nets for Robust Scatter Estimation: A Proper Scoring Rule Perspective Chao Gao Yuan Yao Weizhi Zhu 84 22 0 05 Mar 2019
User-Friendly Covariance Estimation for Heavy-Tailed Distributions Y. Ke Stanislav Minsker Zhao Ren Qiang Sun Wen-Xin Zhou 105 57 0 05 Nov 2018
Nonparanormal Information Estimation Shashank Singh Barnabás Póczós 126 20 0 24 Feb 2017
Robust Covariance and Scatter Matrix Estimation under Huber's Contamination Model Mengjie Chen Chao Gao Zhao Ren 116 167 0 01 Jun 2015
A useful variant of the Davis--Kahan theorem for statisticians Yi Yu Tengyao Wang R. Samworth 110 579 0 04 May 2014
Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas M. Wegkamp Yue Zhao 663 47 0 28 May 2013