Martina Mincheva
Statistics and Probability · 2011
A researcher in the Science corpus: 2 papers; trusts 17 researchers and is trusted by 38 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 45 citations into it; #1,302 of 12,932 by trust here, #1,338 by citations
- Economics and Econometrics — 30 citations into it; #1,964 of 23,481 by trust here, #3,565 by citations
- Finance — 20 citations into it
- Computational Mechanics — 18 citations into it
- Artificial Intelligence — 14 citations into it
- Signal Processing — 7 citations into it
- Computer Vision and Pattern Recognition — 6 citations into it
Whom Martina Mincheva trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jianqing Fan
- Jushan Bai
- Clifford Lam
- Peter J. Bickel
- Serena Ng
- Debashis Paul
- Robert Tibshirani
- Eugene F. Fama
- Trevor J. Hastie
- Elizaveta Levina
Who trusts Martina Mincheva overall
- Jushan Bai
- Clifford Lam
- Jianqing Fan
- Matteo Barigozzi
- Yuan Liao
- Yacine Aït-Sahalia
- Tommaso Cai
- Kunpeng Li
- D. Xiu
- Olivier Ledoit
Papers from Martina Mincheva's perspective
Ordered by how strongly the researchers Martina Mincheva trusts endorse each paper. Same corpus, a different order for every researcher.
- Sparsistency and Rates of Convergence in Large Covariance Matrix Estimation (Annals of Statistics)
- Regression Shrinkage and Selection via the Lasso
- Sure independence screening for ultrahigh dimensional feature space
- Macroeconomic Forecasting Using Diffusion Indexes
- ASYMPTOTICS OF SAMPLE EIGENSTRUCTURE FOR A LARGE DIMENSIONAL SPIKED COVARIANCE MODEL
- Large Dimensional Factor Analysis
- Sparse principal component analysis via regularized low rank matrix approximation
- Determining the number of factors in approximate factor models with global and group-specific factors
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis. (Biostatistics)
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Their papers
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements (2011) — 963 citations
- HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS (2011) — 417 citations