cvCovEst: Cross-Validated Covariance Matrix Estimation

Similar Works

Action	Title	Year	Authors
+	vcov: Variance-Covariance Matrices and Standard Errors	2017
+	stcov: Stein's Covariance Estimator	2016
+	Cross-Covariance Models	2011
+	Cross-Covariance Models	2008	Shashi Shekhar Hui Xiong
+	Cross-Covariance Models	2017	Shashi Shekhar Hui Xiong Xun Zhou
+	Cross-Covariance	2012
+	Cross-Covariance	2011	Jan W. Gooch
+	Cross-covariance	2008	Marc D. Binder Nobutaka Hirokawa Uwe Windhorst
+	Covariance Matrix Estimation	1999	Matthew J. Cushing Mary G. McGarvey
+	jointMeanCov: Joint Mean and Covariance Estimation for Matrix-Variate Data	2019	Michael Hornstein Roger Fan Kerby Shedden Shuheng Zhou
+	Cross-Validation in Covariance Structure Analysis	1998	Astrea Camstra
+	equalCovs: Testing the Equality of Two Covariance Matrices	2018
+	Estimation of variance and covariance components	1989	Ziqiang Ou
+ PDF Chat	Linear shrinkage estimation of covariance matrices using low-complexity cross-validation	2018	Jun Tong Rui Hu Jiangtao Xi Zhitao Xiao Qinghua Guo Yanguang Yu
+ PDF Chat	cvCovEst: Cross-validated covariance matrix estimator selection and evaluation in R	2021	Philippe Boileau Nima S. Hejazi Brian Collica Mark van der Laan Sandrine Dudoit
+	StatPerMeCo: Statistical Performance Measures to Evaluate Covariance Matrix Estimates	2017
+	Mean Vector and Covariance Matrix Estimation	2022	Xiuping Jia
+	corpcor: Efficient Estimation of Covariance and (Partial) Correlation	2005
+	vcvComp: Comparison of Variance - Covariance Patterns	2019	Anne Le Maître Philipp Mitterœcker
+	Sample Covariance Matrices	2020	Marc Potters Jean‐Philippe Bouchaud

Works That Cite This (0)

Action	Title	Year	Authors

Works Cited by This (10)

Action	Title	Year	Authors
+ PDF Chat	The Adaptive Lasso and Its Oracle Properties	2006	Hui Zou
+	Generalized Thresholding of Large Covariance Matrices	2009	Adam Rothman Elizaveta Levina Ji Zhu
+ PDF Chat	A well-conditioned estimator for large-dimensional covariance matrices	2003	Olivier Ledoit Michael Wolf
+	Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties	2001	Jianqing Fan Runze Li
+	Large covariance estimation through elliptical factor models	2018	Jianqing Fan Han Liu Weichen Wang
+ PDF Chat	Optimal rates of convergence for covariance matrix estimation	2010	Tommaso Cai Cun-Hui Zhang Harrison H. Zhou
+	Covariance regularization by thresholding	2008	Peter J. Bickel Elizaveta Levina
+ PDF Chat	Regularized estimation of large covariance matrices	2008	Peter J. Bickel Elizaveta Levina
+	Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions	2022	Philippe Boileau Nima S. Hejazi Mark J. van der Laan Sandrine Dudoit
+ PDF Chat	cvCovEst: Cross-validated covariance matrix estimator selection and evaluation in R	2021	Philippe Boileau Nima S. Hejazi Brian Collica Mark van der Laan Sandrine Dudoit