Showing results 1 to 8 of 8
Title | Author(s) | Issue Date | Views | |
---|---|---|---|---|
A shrinkage principle for heavy-tailed data: High-dimensional robust low-rank matrix recovery Journal:Annals of Statistics | 2021 | 19 | ||
An ℓ<inf>∞</inf> eigenvector perturbation bound and its application to robust covariance estimation Journal:Journal of Machine Learning Research | 2018 | 7 | ||
Asymptotics of empirical eigenstructure for high dimensional spiked covariance Journal:Annals of Statistics | 2017 | 5 | ||
Estimation of functionals of sparse covariance matrices Journal:Annals of Statistics | 2015 | 7 | ||
Heterogeneity adjustment with applications to graphical model inference Journal:Electronic Journal of Statistics | 2018 | 7 | ||
Large covariance estimation through elliptical factor models Journal:Annals of Statistics | 2018 | 9 | ||
Projected principal component analysis in factor models Journal:Annals of Statistics | 2016 | 8 | ||
Robust covariance estimation for approximate factor models Journal:Journal of Econometrics | 2019 | 8 |