Kuchibhotla, Arun K.; Brown, Lawrence D.; Buja, Andreas; George, Edward I.; Zhao, Linda Uniform-in-submodel bounds for linear regression in a model-free framework. (English) Zbl 07785628 Econom. Theory 39, No. 6, 1202-1248 (2023). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Zhang, Yichi; Shen, Weining; Kong, Dehan Covariance estimation for matrix-valued data. (English) Zbl 07784933 J. Am. Stat. Assoc. 118, No. 544, 2620-2631 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liu, Yuzi; Peng, Ling; Liu, Qing; Lian, Heng; Liu, Xiaohui Functional additive expectile regression in the reproducing kernel Hilbert space. (English) Zbl 07740032 J. Multivariate Anal. 198, Article ID 105214, 17 p. (2023). MSC: 62Hxx 62G05 62M09 × Cite Format Result Cite Review PDF Full Text: DOI
Qi, Xinyu; Wang, Jinru; Zeng, Xiaochen Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data. (English) Zbl 1498.62110 Int. J. Wavelets Multiresolut. Inf. Process. 20, No. 6, Article ID 2250021, 12 p. (2022). MSC: 62H12 62C20 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Xue, Wenjuan; Shen, Chungen; Yu, Zhensheng Limited memory BFGS method for least squares semidefinite programming with banded structure. (English) Zbl 1500.90043 J. Syst. Sci. Complex. 35, No. 4, 1500-1519 (2022). MSC: 90C22 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Hui; Zou, Chang Liang; Li, Run Ze Projection-based high-dimensional sign test. (English) Zbl 1493.62337 Acta Math. Sin., Engl. Ser. 38, No. 4, 683-708 (2022). MSC: 62H15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Zhang, Anru; Chen, Kehui Nonparametric covariance estimation for mixed longitudinal studies, with applications in midlife women’s health. (English) Zbl 1524.62262 Stat. Sin. 32, No. 1, 345-365 (2022). MSC: 62H12 62G05 62G20 62R10 62P10 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bodnar, Olha; Bodnar, Taras; Parolya, Nestor Recent advances in shrinkage-based high-dimensional inference. (English) Zbl 1493.62298 J. Multivariate Anal. 188, Article ID 104826, 13 p. (2022). MSC: 62H12 62F12 62H15 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Kang, Xiaoning; Deng, Xinwei On variable ordination of Cholesky-based estimation for a sparse covariance matrix. (English. French summary) Zbl 07759580 Can. J. Stat. 49, No. 2, 283-310 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Qian, Fang; Zhang, Weiping; Chen, Yu Adaptive banding covariance estimation for high-dimensional multivariate longitudinal data. (English. French summary) Zbl 1492.62098 Can. J. Stat. 49, No. 3, 906-938 (2021). MSC: 62H12 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Hong, Younghee; Chang, Iksoo; Kim, Choongrak Detection of hubs in complex networks by the Laplacian matrix. (English) Zbl 1485.62068 J. Korean Stat. Soc. 50, No. 2, 431-446 (2021). MSC: 62H12 05C82 62H22 × Cite Format Result Cite Review PDF Full Text: DOI
Cai, Changxiao; Li, Gen; Chi, Yuejie; Poor, H. Vincent; Chen, Yuxin Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees. (English) Zbl 1471.62371 Ann. Stat. 49, No. 2, 944-967 (2021). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62H12 62H25 62H30 62D10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lam, Clifford High-dimensional covariance matrix estimation. (English) Zbl 07909786 Wiley Interdiscip. Rev., WIREs Comput. Stat. 12, No. 2, Article ID e1485, 21 p. (2020). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Loubes, Jean-Michel; Marteau, Clément; Solís, Maikol Rates of convergence in conditional covariance matrix with nonparametric entries estimation. (English) Zbl 07528967 Commun. Stat., Theory Methods 49, No. 18, 4536-4558 (2020). MSC: 62G08 62H12 62G20 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shi, Yu; Zhao, Xia; Jiang, Fengwei; Zhu, Yipin Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios. (English) Zbl 1459.91182 Math. Probl. Eng. 2020, Article ID 2767231, 11 p. (2020). MSC: 91G10 62H12 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Bin Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution. (English) Zbl 1459.62083 Math. Probl. Eng. 2020, Article ID 6527462, 8 p. (2020). MSC: 62H12 62J07 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Zhening; Zhao, Yun-Bin On norm compression inequalities for partitioned block tensors. (English) Zbl 1436.15027 Calcolo 57, No. 1, Paper No. 11, 27 p. (2020). MSC: 15A69 15A60 15A45 90C59 65F55 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Fang, Qian; Yu, Chen; Weiping, Zhang Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data. (English) Zbl 1435.62190 J. Multivariate Anal. 176, Article ID 104580, 19 p. (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H12 62F12 62H11 62J07 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Min, Eun Jeong; Chi, Eric C.; Zhou, Hua Tensor canonical correlation analysis. (English) Zbl 07851137 Stat 8, No. 1, Paper No. e253, 11 p. (2019). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Qiu, Yumou; Liyanage, Janaka S. S. Threshold selection for covariance estimation. (English) Zbl 1436.62622 Biometrics 75, No. 3, 895-905 (2019). MSC: 62P10 62H12 62J10 62F07 92D20 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Kyoungjae; Lee, Jaeyong; Lin, Lizhen Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors. (English) Zbl 1435.62037 Ann. Stat. 47, No. 6, 3413-3437 (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62C20 62F15 62H12 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Bien, Jacob Graph-guided banding of the covariance matrix. (English) Zbl 1420.62239 J. Am. Stat. Assoc. 114, No. 526, 782-792 (2019). MSC: 62H12 62G05 62H99 62J07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bodnar, Taras; Mazur, Stepan; Parolya, Nestor Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions. (English) Zbl 1418.62056 Scand. J. Stat. 46, No. 2, 636-660 (2019). MSC: 62E20 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Choi, Young-Geun; Lim, Johan; Roy, Anindya; Park, Junyong Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage. (English) Zbl 1417.62141 J. Multivariate Anal. 171, 234-249 (2019). MSC: 62H12 62F12 62H30 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yue, Mu; Li, Jialiang; Cheng, Ming-Yen Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients. (English) Zbl 1471.62229 Comput. Stat. Data Anal. 131, 222-234 (2019). MSC: 62-08 62G08 62H12 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Avagyan, Vahe; Alonso, Andrés M.; Nogales, Francisco J. D-trace estimation of a precision matrix using adaptive lasso penalties. (English) Zbl 1414.62224 Adv. Data Anal. Classif., ADAC 12, No. 2, 425-447 (2018). MSC: 62H30 62J10 65S05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Hong, Younghee; Kim, Choongrak Recent developments in high dimensional covariance estimation and its related issues, a review. (English) Zbl 1395.62124 J. Korean Stat. Soc. 47, No. 3, 239-247 (2018). MSC: 62H12 62H25 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Haixiang; Zheng, Yinan; Yoon, Grace; Zhang, Zhou; Gao, Tao; Joyce, Brian; Zhang, Wei; Schwartz, Joel; Vokonas, Pantel; Colicino, Elena; Baccarelli, Andrea; Hou, Lifang; Liu, Lei Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study. (English) Zbl 1371.92014 Stat. Appl. Genet. Mol. Biol. 16, No. 3, 159-171 (2017). MSC: 92B15 62H12 62J12 62P10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Cui, Ying; Leng, Chenlei; Sun, Defeng Sparse estimation of high-dimensional correlation matrices. (English) Zbl 1468.62044 Comput. Stat. Data Anal. 93, 390-403 (2016). MSC: 62-08 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Kotsiuba, I.; Mazur, Stepan On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector. (English) Zbl 1359.62171 Theory Probab. Math. Stat. 93, 103-112 (2016) and Teor. Jmovirn. Mat. Stat. 93, 95-104 (2015). MSC: 62H10 62E17 62E20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Butucea, Cristina; Zgheib, Rania Sharp minimax tests for large covariance matrices and adaptation. (English) Zbl 1346.62086 Electron. J. Stat. 10, No. 2, 1927-1972 (2016). MSC: 62G10 62H15 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Cai, T. Tony; Zhang, Anru Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data. (English) Zbl 1347.62088 J. Multivariate Anal. 150, 55-74 (2016). MSC: 62H12 62J10 62C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Cai, T. Tony; Liu, Weidong; Zhou, Harrison H. Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation. (English) Zbl 1341.62115 Ann. Stat. 44, No. 2, 455-488 (2016). MSC: 62H12 62F12 62C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Bodnar, Taras; Gupta, Arjun K.; Parolya, Nestor Direct shrinkage estimation of large dimensional precision matrix. (English) Zbl 1338.60012 J. Multivariate Anal. 146, 223-236 (2016). MSC: 60B20 62H12 62G20 62G30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cai, T. Tony; Ren, Zhao; Zhou, Harrison H. Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation. (English) Zbl 1331.62272 Electron. J. Stat. 10, No. 1, 1-59 (2016). MSC: 62H12 62F12 62G09 62H25 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Cai, T. Tony; Zhang, Anru Inference for high-dimensional differential correlation matrices. (English) Zbl 1328.62328 J. Multivariate Anal. 143, 107-126 (2016). MSC: 62H12 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fan, Jianqing; Liao, Yuan; Yao, Jiawei Power enhancement in high-dimensional cross-sectional tests. (English) Zbl 1410.62201 Econometrica 83, No. 4, 1497-1541 (2015). MSC: 62H15 62F05 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fan, Jianqing; Rigollet, Philippe; Wang, Weichen Estimation of functionals of sparse covariance matrices. (English) Zbl 1327.62338 Ann. Stat. 43, No. 6, 2706-2737 (2015). MSC: 62H12 62H15 62C20 62H25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Zhou, Sheng-Long; Xiu, Nai-Hua; Luo, Zi-Yan; Kong, Ling-Chen Sparse and low-rank covariance matrix estimation. (English) Zbl 1327.62428 J. Oper. Res. Soc. China 3, No. 2, 231-250 (2015). MSC: 62J10 65K05 90C90 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xu, FangFang; Huang, JianChao; Wen, ZaiWen High dimensional covariance matrix estimation using multi-factor models from incomplete information. (English) Zbl 1325.62116 Sci. China, Math. 58, No. 4, 829-844 (2015). MSC: 62H12 15A83 91B02 93C41 × Cite Format Result Cite Review PDF Full Text: DOI
Lian, Heng; Fan, Zengyan Estimation of a sparse and spiked covariance matrix. (English) Zbl 1320.62123 J. Nonparametric Stat. 27, No. 2, 241-252 (2015). MSC: 62H12 62H25 62J07 62P10 92D10 × Cite Format Result Cite Review PDF Full Text: DOI
Banerjee, Sayantan; Ghosal, Subhashis Posterior convergence rates for estimating large precision matrices using graphical models. (English) Zbl 1302.62124 Electron. J. Stat. 8, No. 2, 2111-2137 (2014). MSC: 62H12 62F12 62F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Bodnar, Taras; Gupta, Arjun K.; Parolya, Nestor On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix. (English) Zbl 1333.60047 J. Multivariate Anal. 132, 215-228 (2014). MSC: 60F15 60B20 62H12 62J07 15B52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Paul, Debashis; Aue, Alexander Random matrix theory in statistics: a review. (English) Zbl 1287.62011 J. Stat. Plann. Inference 150, 1-29 (2014). MSC: 62H99 15B52 62H05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Cai, T. Tony; Ma, Zongming; Wu, Yihong Sparse PCA: optimal rates and adaptive estimation. (English) Zbl 1288.62099 Ann. Stat. 41, No. 6, 3074-3110 (2013). MSC: 62H25 62H12 62C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid