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Regularized estimation of covariance structure through quadratic loss function Book chapter
出自: Multivariate, Multilinear and Mixed Linear Models, Cham:Springer Nature, 2021, pages: 93-112
Authors:  Zhang, Defei;  Cui, Xiangzhao;  Li, Chun;  Zhao, Jine;  Zeng, LI
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Estimation of covariance matrix with ARMA structure through quadratic loss function Book chapter
出自: Contemporary Experimental Design, Multivariate Analysis and Data Mining - Festschrift in Honour of Professor Kai-Tai Fang, Cham:Springer, 2020, pages: 227-239
Authors:  Zhang, Defei;  Cui, Xiangzhao;  Li, Chun;  Pan, Jianxin
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Covariance Matrix Regularization for Banded Toeplitz Structure via Frobenius-Norm Discrepancy Conference paper
MATRICES, STATISTICS AND BIG DATA, Funchal, PORTUGAL, 6-9 June 2016
Authors:  Cui, Xiangzhao;  Li, Zhenyang;  Zhao, Jine;  Zhang, Defei;  Pan, Jianxin
Favorite  |  View/Download:9/0  |  Submit date:2021/09/23
Regularization for high-dimensional covariance matrix Journal article
Special Matrices,2016, volume: 4, issue: 1, pages: 189-201
Authors:  Cui, Xiangzhao;  Li, Chun;  Zhao, Jine;  Zeng, Li;  Zhang, Defei
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Covariance structure regularization via Frobenius-norm discrepancy Journal article
Linear Algebra and Its Applications,2016, volume: 510, pages: 124-145
Authors:  Cui, Xiangzhao;  Li, Chun;  Zhao, Jine;  Zeng, Li;  Zhang, Defei
Favorite  |  View/Download:4/0  |  Submit date:2021/08/16