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Journal of Applied Statistics Volume 47, 2020 - Issue 6
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Articles

A Cholesky-based estimation for large-dimensional covariance matrices

Xiaoning KangInternational Business College and Institute of Supply Chain Analytics, Dongbei University of Finance and Economics, Dalian, People's Republic of ChinaORCID Iconhttps://orcid.org/0000-0003-0394-6240View further author information
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Chaoping XieDepartment of International Economics and Trade, College of Economics and Management, Nanjing Agricultural University, Nanjing, People's Republic of ChinaView further author information
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Mingqiu WangSchool of Statistics, Qufu Normal University, Qufu, People's Republic of ChinaCorrespondence[email protected]
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Pages 1017-1030 | Received 23 Jan 2019, Accepted 31 Aug 2019, Published online: 10 Sep 2019

Citations (6)

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Read on this site (3)

Wenyu Yang & Xiaoning Kang. (2023) An improved banded estimation for large covariance matrix. Communications in Statistics - Theory and Methods 52:1, pages 141-155.
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Chunshi Li, Mo Yang, Mingqiu Wang, Hong Kang & Xiaoning Kang. (2021) A Cholesky-based sparse covariance estimation with an application to genes data. Journal of Biopharmaceutical Statistics 31:5, pages 603-616.
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Xiaoning Kang & Xinwei Deng. (2020) An improved modified cholesky decomposition approach for precision matrix estimation. Journal of Statistical Computation and Simulation 90:3, pages 443-464.
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Articles from other publishers (3)

Xiaoning Kang, Zhiyang Zhang & Xinwei Deng. 2023. Springer Handbook of Engineering Statistics. Springer Handbook of Engineering Statistics 887 900 .
Xiaoning Kang & Mingqiu Wang. (2021) Ensemble sparse estimation of covariance structure for exploring genetic disease data. Computational Statistics & Data Analysis 159, pages 107220.
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Xiaoning Kang & Xinwei Deng. (2020) On variable ordination of Cholesky‐based estimation for a sparse covariance matrix. Canadian Journal of Statistics 49:2, pages 283-310.
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