Partial correlation matrix estimation using ridge penalty followed by thresholding and re-estimation

Min Jin Ha; Wei Sun

doi:10.1111/biom.12186

Partial correlation matrix estimation using ridge penalty followed by thresholding and re-estimation

Biometrics ◽

10.1111/biom.12186 ◽

2014 ◽

Vol 70 (3) ◽

pp. 762-770 ◽

Cited By ~ 5

Author(s):

Min Jin Ha ◽

Wei Sun

Keyword(s):

Correlation Matrix ◽

Partial Correlation ◽

Matrix Estimation

Download Full-text

Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution

Bernoulli ◽

10.3150/15-bej702 ◽

2017 ◽

Vol 23 (1) ◽

pp. 23-57 ◽

Cited By ~ 6

Author(s):

Fang Han ◽

Han Liu

Keyword(s):

Statistical Analysis ◽

Correlation Matrix ◽

Matrix Estimation ◽

Generalized Correlation

Download Full-text

Positive Semidefinite Rank-Based Correlation Matrix Estimation With Application to Semiparametric Graph Estimation

Journal of Computational and Graphical Statistics ◽

10.1080/10618600.2013.858633 ◽

2014 ◽

Vol 23 (4) ◽

pp. 895-922 ◽

Cited By ~ 11

Author(s):

Tuo Zhao ◽

Kathryn Roeder ◽

Han Liu

Keyword(s):

Correlation Matrix ◽

Positive Semidefinite ◽

Matrix Estimation ◽

Graph Estimation ◽

Positive Semidefinite Rank

Download Full-text

An enhanced correlation matrix estimation scheme for blind adaptive MMSE receiver

2002 IEEE International Conference on Communications. Conference Proceedings. ICC 2002 (Cat. No.02CH37333) ◽

10.1109/icc.2002.996946 ◽

2003 ◽

Cited By ~ 1

Author(s):

Wanshi Chen ◽

U. Mitra

Keyword(s):

Correlation Matrix ◽

Matrix Estimation ◽

Mmse Receiver ◽

Blind Adaptive ◽

Estimation Scheme

Download Full-text

Correlation matrix estimation by an optimally controlled recursive average method and its application to blind source separation

Acoustical Science and Technology ◽

10.1250/ast.31.205 ◽

2010 ◽

Vol 31 (3) ◽

pp. 205-212 ◽

Cited By ~ 8

Author(s):

Hirofumi Nakajima ◽

Kazuhiro Nakadai ◽

Yuji Hasegawa ◽

Hiroshi Tsujino

Keyword(s):

Blind Source Separation ◽

Correlation Matrix ◽

Average Method ◽

Source Separation ◽

Matrix Estimation

Download Full-text

Correlation matrix estimation and order selection for spectrum estimation

[1992] IEEE Sixth SP Workshop on Statistical Signal and Array Processing ◽

10.1109/ssap.1992.246854 ◽

2003 ◽

Author(s):

W. Du ◽

R.L. Kirlin

Keyword(s):

Correlation Matrix ◽

Order Selection ◽

Spectrum Estimation ◽

Matrix Estimation ◽

Selection For

Download Full-text

Correlation Matrix and Partial Correlation: Explaining Relationships

Data Analysis in Management with SPSS Software ◽

10.1007/978-81-322-0786-3_4 ◽

2012 ◽

pp. 103-132

Author(s):

J. P. Verma

Keyword(s):

Correlation Matrix ◽

Partial Correlation

Download Full-text

High-dimensional correlation matrix estimation for Gaussian data: a Bayesian perspective

Statistics and Its Interface ◽

10.4310/20-sii655 ◽

2021 ◽

Vol 14 (3) ◽

pp. 351-358

Author(s):

Chaojie Wang ◽

Xiaodan Fan

Keyword(s):

Correlation Matrix ◽

High Dimensional ◽

Matrix Estimation ◽

Gaussian Data

Download Full-text

Correlation matrix estimation of ordered data using sketches

2017 XVII Workshop on Information Processing and Control (RPIC) ◽

10.23919/rpic.2017.8214327 ◽

2017 ◽

Author(s):

Juan Pablo Hoyos S. ◽

Sebastian Pazos ◽

Pablo Jojoa ◽

Gonzalo Arce

Keyword(s):

Correlation Matrix ◽

Matrix Estimation ◽

Ordered Data

Download Full-text

GEVD Based Speech and Noise Correlation Matrix Estimation for Multichannel Wiener Filter Based Noise Reduction

2018 26th European Signal Processing Conference (EUSIPCO) ◽

10.23919/eusipco.2018.8553109 ◽

2018 ◽

Cited By ~ 2

Author(s):

Robbe Van Rompaey ◽

Marc Moonen

Keyword(s):

Noise Reduction ◽

Correlation Matrix ◽

Wiener Filter ◽

Noise Correlation ◽

Matrix Estimation

Download Full-text

Noise correlation matrix estimation for improving sound source localization by multirotor UAV

2013 IEEE/RSJ International Conference on Intelligent Robots and Systems ◽

10.1109/iros.2013.6696920 ◽

2013 ◽

Cited By ~ 37

Author(s):

Koutarou Furukawa ◽

Keita Okutani ◽

Kohei Nagira ◽

Takuma Otsuka ◽

Katsutoshi Itoyama ◽

...

Keyword(s):

Source Localization ◽

Sound Source ◽

Correlation Matrix ◽

Sound Source Localization ◽

Noise Correlation ◽

Matrix Estimation

Download Full-text