Numerical Implementation of the QuEST Function

22 January 2016

Papers citing "Numerical Implementation of the QuEST Function"

18 / 18 papers shown

Title
Spectral Analysis of Representational Similarity with Limited Neurons Hyunmo Kang Abdulkadir Canatar SueYeon Chung 161 1 0 27 Feb 2025
WeSpeR: Population spectrum retrieval and spectral density estimation of weighted sample covariance Benoit Oriol 29 0 0 18 Oct 2024
Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices Tianxing Mei Chen Wang Jianfeng Yao 19 0 0 10 Sep 2024
$The decomposite $T^{2}$-test when the dimension is large$ The decomposite $T^{2}$ -test when the dimension is large Chia-Hsuan Tsai Ming-Tien Tsai CoGe 23 0 0 03 Mar 2024
Quantifying the information lost in optimal covariance matrix cleaning Christian Bongiorno Lamia Lamrani 101 2 0 03 Oct 2023
A Bootstrap Method for Spectral Statistics in High-Dimensional Elliptical Models Si-Ying Wang Miles E. Lopes 13 3 0 08 Sep 2022
Recover the spectrum of covariance matrix: a non-asymptotic iterative method Juntao Duan Ionel Popescu H. Matzinger 52 0 0 01 Jan 2022
Cleaning large-dimensional covariance matrices for correlated samples Z. Burda A. Jarosz 97 8 0 03 Jul 2021
Rejoinder: On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning Lin Liu Rajarshi Mukherjee J. M. Robins CML 71 16 0 07 Aug 2020
On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Moming Wang Ningning Xia You Zhou 13 3 0 23 Aug 2019
Rapid evaluation of the spectral signal detection threshold and Stieltjes transform W. Leeb 93 7 0 26 Apr 2019
On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning Lin Liu Rajarshi Mukherjee J. M. Robins 18 2 0 08 Apr 2019
Random Matrix-Improved Estimation of the Wasserstein Distance between two Centered Gaussian Distributions Malik Tiomoko Romain Couillet 48 4 0 08 Mar 2019
Random Matrix Improved Covariance Estimation for a Large Class of Metrics Malik Tiomoko Florent Bouchard G. Ginolhac Romain Couillet 33 13 0 07 Feb 2019
MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures Lucilio Cordero-Grande 99 3 0 13 Dec 2018
An Orthogonally Equivariant Estimator of the Covariance Matrix in High Dimensions and for Small Sample Sizes Samprit Banerjee Stefano Monni 16 0 0 22 Nov 2017
Optimal shrinkage-based portfolio selection in high dimensions Taras Bodnar Yarema Okhrin Nestor Parolya 83 46 0 07 Nov 2016
Cleaning large correlation matrices: tools from random matrix theory J. Bun J. Bouchaud M. Potters 85 268 0 25 Oct 2016