[HTML][HTML] Sparsistency and rates of convergence in large covariance matrix estimation
C Lam, J Fan - Annals of statistics, 2009 - ncbi.nlm.nih.gov
This paper studies the sparsistency and rates of convergence for estimating sparse
covariance and precision matrices based on penalized likelihood with nonconvex penalty …
covariance and precision matrices based on penalized likelihood with nonconvex penalty …
[PDF][PDF] SPARSISTENCY AND RATES OF CONVERGENCE IN LARGE COVARIANCE MATRIX ESTIMATION1
C Lam, J Fan - The Annals of Statistics, 2009 - Citeseer
This paper studies the sparsistency and rates of convergence for estimating sparse
covariance and precision matrices based on penalized likelihood with nonconvex penalty …
covariance and precision matrices based on penalized likelihood with nonconvex penalty …
Sparsistency and Rates of Convergence in Large Covariance Matrix Estimation.
C Lam, J Fan - Annals of Statistics, 2009 - europepmc.org
This paper studies the sparsistency and rates of convergence for estimating sparse
covariance and precision matrices based on penalized likelihood with nonconvex penalty …
covariance and precision matrices based on penalized likelihood with nonconvex penalty …
[PDF][PDF] Sparsistency and Rates of Convergence in Large Covariance Matrices Estimation
C Lam, J Fan - core.ac.uk
Covariance matrix estimation is a common statistical problem that arises in many scientific
applications. For example, in financial risk assessment or longitudinal study, an input of …
applications. For example, in financial risk assessment or longitudinal study, an input of …
Sparsistency and Rates of Convergence in Large Covariance Matrix Estimation
C Lam, J Fan - Annals of statistics, 2009 - pubmed.ncbi.nlm.nih.gov
This paper studies the sparsistency and rates of convergence for estimating sparse
covariance and precision matrices based on penalized likelihood with nonconvex penalty …
covariance and precision matrices based on penalized likelihood with nonconvex penalty …
[PDF][PDF] SPARSISTENCY AND RATES OF CONVERGENCE IN LARGE COVARIANCE MATRIX ESTIMATION1
C Lam, J Fan - The Annals of Statistics, 2009 - academia.edu
This paper studies the sparsistency and rates of convergence for estimating sparse
covariance and precision matrices based on penalized likelihood with nonconvex penalty …
covariance and precision matrices based on penalized likelihood with nonconvex penalty …
[PDF][PDF] Sparsistency and Rates of Convergence in Large Covariance Matrices Estimation
C Lam, J Fan - arXiv preprint arXiv:0711.3933, 2007 - archive.ymsc.tsinghua.edu.cn
Covariance matrix estimation is a common statistical problem that arises in many science
applications. For example, in financial risk assessment or longitudinal study, an input of …
applications. For example, in financial risk assessment or longitudinal study, an input of …
Sparsistency and rates of convergence in large covariance matrix estimation
C Lam, J Fan - Annals of Statistics, 2009 - collaborate.princeton.edu
This paper studies the sparsistency and rates of convergence for estimating sparse
covariance and precision matrices based on penalized likelihood with nonconvex penalty …
covariance and precision matrices based on penalized likelihood with nonconvex penalty …
[引用][C] SPARSISTENCY AND RATES OF CONVERGENCE IN LARGE COVARIANCE MATRIX ESTIMATION
C LAM, J FAN - Annals of statistics, 2009 - pascal-francis.inist.fr
SPARSISTENCY AND RATES OF CONVERGENCE IN LARGE COVARIANCE MATRIX
ESTIMATION CNRS Inist Pascal-Francis CNRS Pascal and Francis Bibliographic …
ESTIMATION CNRS Inist Pascal-Francis CNRS Pascal and Francis Bibliographic …
Sparsistency and rates of convergence in large covariance matrix estimation
C Lam, J Fan - 2009 - econpapers.repec.org
This paper studies the sparsistency and rates of convergence for estimating sparse
covariance and precision matrices based on penalized likelihood with nonconvex penalty …
covariance and precision matrices based on penalized likelihood with nonconvex penalty …