Generalized thresholding of large covariance matrices

Business & Economics

• Sample Size 75%
• Operator 49%
• Microarray 42%
• Tumor 39%
• Shrinkage 36%
• Simulation Study 26%
• Clustering 25%
• Gene 24%
• Burden 23%
• Deviation 23%
• Trade-offs 20%
• Experiment 16%

Mathematics

• Thresholding 100%
• Covariance matrix 74%
• Sample Size 14%
• Adaptive Lasso 13%
• Microarray 11%
• Sample Covariance Matrix 11%
• Operator Norm 10%
• Shrinkage 10%
• Tumor 9%
• Sparsity 9%
• Trade-offs 9%
• Zero 9%
• Gene 9%
• Clustering 8%
• Higher Dimensions 8%
• Deviation 8%
• Convergence Rate 7%
• Experiment 6%
• Cover 6%
• Simulation Study 6%
• Model 6%
• Class 5%
• Operator 4%
• Estimate 4%