Daniel Bartz

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All published works

Action	Title	Year	Authors
+	Cross-validation based Nonlinear Shrinkage	2016	Daniel Bartz
+ PDF Chat	Validity of Time Reversal for Testing Granger Causality	2016	Irene Winkler Danny Panknin Daniel Bartz Klaus‐Robert Müller Stefan Haufe
+	Advances in high-dimensional covariance matrix estimation	2016	Daniel Bartz
+	Multi-Target Shrinkage	2014	Daniel Bartz Johannes Höhne Klaus‐Robert Müller
+	Generalizing Analytic Shrinkage for Arbitrary Covariance Structures	2013	Daniel Bartz Klaus‐Robert Müller
+	Directional Variance Adjustment: improving covariance estimates for high-dimensional portfolio optimization	2011	Daniel Bartz Kerr Hatrick Christian W. Hesse Klaus‐Robert Müller Steven Lemm
+	Directional Variance Adjustment: improving covariance estimates for high-dimensional portfolio optimization	2011	Daniel Bartz Kerr Hatrick Christian W. Hesse Klaus-Robert M uller Steven Lemm

Common Coauthors

Coauthor	Papers Together
Klaus‐Robert Müller	4
Christian W. Hesse	2
Kerr Hatrick	2
Steven Lemm	2
Irene Winkler	1
Johannes Höhne	1
Klaus-Robert M uller	1
Danny Panknin	1
Stefan Haufe	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Regularized Discriminant Analysis	1989	Jerome H. Friedman	3
+ PDF Chat	A well-conditioned estimator for large-dimensional covariance matrices	2003	Olivier Ledoit Michael Wolf	3
+ PDF Chat	Spectrum estimation for large dimensional covariance matrices using random matrix theory	2008	Noureddine El Karoui	2
+	EM algorithms for ML factor analysis	1982	Donald B. Rubin Dorothy T. Thayer	2
+	Weak conditions for shrinking multivariate nonparametric density estimators	2012	Alessio Sancetta	2
+	Extension of the mixture of factor analyzers model to incorporate the multivariate t-distribution	2006	Geoffrey J. McLachlan Richard Bean L. Ben-Tovim Jones	2
+	Adapting to Unknown Smoothness via Wavelet Shrinkage	1995	David L. Donoho Iain M. Johnstone	2
+ PDF Chat	Portfolio optimization and the random magnet problem	2002	Bernd Rosenow Vasiliki Plerou Parameswaran Gopikrishnan H. Eugene Stanley	2
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur	2
+ PDF Chat	Finite sample approximation results for principal component analysis: A matrix perturbation approach	2008	Boaz Nadler	2
+	The Elements of Statistical Learning	2001	Trevor Hastie J. Friedman Robert Tibshirani	2
+	Random matrix theory	2005	Alan Edelman N. Raj Rao	2
+ PDF Chat	High dimensional covariance matrix estimation using a factor model	2008	Jianqing Fan Yingying Fan Jinchi Lv	2
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	2
+	Maximum Likelihood from Incomplete Data Via the <i>EM</i> Algorithm	1977	A. P. Dempster N. M. Laird Donald B. Rubin	2
+ PDF Chat	First-Order Methods for Sparse Covariance Selection	2008	Alexandre d’Aspremont Onureena Banerjee Laurent El Ghaoui	1
+ PDF Chat	Symmetric and Reversed Multiple Stationary Autoregressive Series	1972	Jiří Anděl	1
+ PDF Chat	Causal Network Inference Via Group Sparse Regularization	2011	Andrew Bolstad B.D. Van Veen Robert Nowak	1
+ PDF Chat	Estimation of a Covariance Matrix under Stein's Loss	1985	Dipak K. Dey Cidambi Srinivasan	1
+	Random Matrix Theory and Wireless Communications	2004	Antonia M. Tulino Sergio Verdú	1
+	Schur complements and statistics	1981	Diane Valérie Ouellette	1
+	Adaptive covariance matrix estimation through block thresholding	2012	Tommaso Cai Ming Yuan	1
+	Factor Analysis and AIC	1987	Hirotugu Akaike	1
+ PDF Chat	Kernel Method for Nonlinear Granger Causality	2008	Daniele Marinazzo M. Pellicoro Sebastiano Stramaglia	1
+ PDF Chat	Robustly Estimating the Flow Direction of Information in Complex Physical Systems	2008	Guido Nolte Andreas Ziehe Vadim V. Nikulin Alois Schlögl Nicole Krämer Tom Brismar Klaus‐Robert Müller	1
+	Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation	1991	Donald W. K. Andrews	1
+	Thirteen Ways to Look at the Correlation Coefficient	1988	Joseph Lee Rodgers W. Alan Nicewander	1
+ PDF Chat	Minimax estimation of large covariance matrices under L1-norm	2011	Tommaso Cai Harrison H. Zhou	1
+ PDF Chat	Optimal Estimation of a Large-Dimensional Covariance Matrix Under Stein's Loss	2013	Olivier Ledoit Michael Wolf	1
+	Generalizing Analytic Shrinkage for Arbitrary Covariance Structures	2013	Daniel Bartz Klaus‐Robert Müller	1
+ PDF Chat	Shrinkage Algorithms for MMSE Covariance Estimation	2010	Yilun Chen Ami Wiesel Yonina C. Eldar Alfred O. Hero	1
+ PDF Chat	Modeling Sparse Connectivity Between Underlying Brain Sources for EEG/MEG	2010	Stefan Haufe Ryota Tomioka Guido Nolte Klaus‐Robert Müller Motoaki Kawanabe	1
+	Kernel Mean Estimation via Spectral Filtering	2014	Krikamol Muandet Bharath K. Sriperumbudur Bernhard Schölkopf	1
+	Sparse inverse covariance estimation with the graphical lasso	2007	Jerome H. Friedman Trevor Hastie R. Tibshirani	1
+	Causal Inference on Time Series using Restricted Structural Equation Models	2013	Jonas Peters Dominik Janzing Bernhard Schölkopf	1
+ PDF Chat	Multi-column deep neural networks for image classification	2012	Dan Cireşan Ueli Meier Jürgen Schmidhuber	1
+	Principal Component Analysis	1988	Colin Goodall Ian T. Jolliffe	1
+ PDF Chat	No free lunch theorems for optimization	1997	David H. Wolpert William G. Macready	1
+ PDF Chat	Mitigating the effects of measurement noise on Granger causality	2007	Hariharan Nalatore Mingzhou Ding Govindan Rangarajan	1
+ PDF Chat	Regression Towards Mediocrity in Hereditary Stature.	1886	Francis Galton	1
+	Nonlinear shrinkage estimation of large-dimensional covariance matrices	2012	Olivier Ledoit Michael Wolf	1
+ PDF Chat	Optimal rates of convergence for covariance matrix estimation	2010	Tommaso Cai Cun-Hui Zhang Harrison H. Zhou	1
+ PDF Chat	Sparsistency and rates of convergence in large covariance matrix estimation	2009	Clifford Lam Jianqing Fan	1
+	Optimal rates of convergence for sparse covariance matrix estimation	2012	Tommaso Cai Harrison H. Zhou	1
+	Principal Component Analysis	2005	Ian T. Jolliffe	1
+	Covariance regularization by thresholding	2008	Peter J. Bickel Elizaveta Levina	1
+ PDF Chat	Regularized estimation of large covariance matrices	2008	Peter J. Bickel Elizaveta Levina	1
+ PDF Chat	Operator norm consistent estimation of large-dimensional sparse covariance matrices	2008	Noureddine El Karoui	1
+ PDF Chat	Sparse permutation invariant covariance estimation	2008	Adam Rothman Peter J. Bickel Elizaveta Levina Ji Zhu	1
+ PDF Chat	Eigenvectors of some large sample covariance matrix ensembles	2010	Olivier Ledoit Sandrine Péché	1