Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q42559363)

2 November 2017

Large Covariance Estimation by Thresholding Principal Orthogonal Complements (English)

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2 November 2017

Jianqing Fan

1

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2 November 2017

Yuan Liao

series ordinal

2

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2 November 2017

Martina Mincheva

series ordinal

3

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2 November 2017

1 September 2013

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Journal of the Royal Statistical Society Series B: Statistical Methodology

2 November 2017

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2 November 2017

75

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2 November 2017

4

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maintained by WikiProject

2 November 2017

WikiProject Mathematics

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MINIMAX BOUNDS FOR SPARSE PCA WITH NOISY HIGH-DIMENSIONAL DATA.

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Estimating False Discovery Proportion Under Arbitrary Covariance Dependence

28 May 2018

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Vast Portfolio Selection with Gross-exposure Constraints().

28 May 2018

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HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS.

28 May 2018

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A flexible estimating equations approach for mapping function-valued traits

28 May 2018

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High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics

28 May 2018

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Sparsistency and Rates of Convergence in Large Covariance Matrix Estimation

28 May 2018

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28 May 2018

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On Consistency and Sparsity for Principal Components Analysis in High Dimensions

28 May 2018

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A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis

28 May 2018

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Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci

28 May 2018

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A general framework for multiple testing dependence

28 May 2018

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Robust principal component analysis?

28 May 2018

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The Cross-Section of Expected Stock Returns

21 January 2018

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Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

21 January 2018

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The arbitrage theory of capital asset pricing

21 January 2018

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Broad patterns of gene expression revealed by clustering analysis of tumor and normal colon tissues probed by oligonucleotide arrays

21 January 2018

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Common risk factors in the returns on stocks and bonds

21 January 2018

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Discussion of "Sure Independence Screening for Ultra-High Dimensional Feature Space

21 January 2018

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Molecular classification of cancer: class discovery and class prediction by gene expression monitoring

21 January 2018

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Condition Number Regularized Covariance Estimation

21 January 2018

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Two-stage designs for experiments with a large number of hypotheses.

21 January 2018

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Optimized multi-stage designs controlling the false discovery or the family-wise error rate

21 January 2018

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Statistical Significance of Clustering for High-Dimension, Low–Sample Size Data

21 January 2018

1 reference

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21 January 2018

1 reference

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21 January 2018

Identifiers

DOI

10.1111/RSSB.12016

1 reference

2 November 2017

1 reference

2 November 2017

PubMed publication ID

24348088

1 reference