101 citations · 230 across the 12 of their papers we have counts for
4 papers · 1 filter
Convex Banding of the Covariance Matrix
Jacob Bien, Florentina Bunea, Luo Xiao
We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a con…
On the theoretic and practical merits of the banding estimator for large covariance matrices
Luo Xiao, Florentina Bunea
This paper considers the banding estimator proposed in Bickel and Levina (2008) for estimation of large covariance matrices. We prove that the banding estimator achieves rate-optim…
On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA
Florentina Bunea, Luo Xiao
This work provides a unified analysis of the properties of the sample covariance matrix over the class of population covariance matrices of reduced effective…
Local Asymptotics of P-splines
Luo Xiao, Yingxing Li, Tatiyana V. Apanasovich +1
This report studies local asymptotics of P-splines with th degree B-splines and a th order difference penalty. Earlier work with and restricted is extended to the gen…