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Direct covariance matrix estimation with compositional data
Molstad, Aaron J., Ekvall, Karl Oskar, Suder, Piotr M.
Published in ELECTRONIC JOURNAL OF STATISTICS (01.01.2024)
Published in ELECTRONIC JOURNAL OF STATISTICS (01.01.2024)
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Covariance matrix estimation for left-censored data
Pesonen, Maiju, Pesonen, Henri, Nevalainen, Jaakko
Published in Computational statistics & data analysis (01.12.2015)
Published in Computational statistics & data analysis (01.12.2015)
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Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation
Le Thi, Hoai An, Ho, Vinh Thanh
Published in Annals of mathematics and artificial intelligence (01.09.2022)
Published in Annals of mathematics and artificial intelligence (01.09.2022)
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A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
DeMiguel, Victor, Garlappi, Lorenzo, Nogales, Francisco J, Uppal, Raman
Published in Management science (01.05.2009)
Published in Management science (01.05.2009)
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Review Papers for Journal of Risk and Financial Management (JRFM)
Year of Publication 2020
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Transferring Subspaces Between Subjects in Brain--Computer Interfacing
Samek, Wojciech, Meinecke, Frank C., Muller, Klaus-Robert
Published in IEEE transactions on biomedical engineering (01.08.2013)
Published in IEEE transactions on biomedical engineering (01.08.2013)
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