July 16, 2003 article Open access A well-conditioned estimator for large-dimensional covariance matrices Journal of Multivariate Analysis DOI: 10.1016/s0047-259x(03)00096-4 Full text (OA) OpenAlex Authors 0 Author list not loaded yet. Cited by 12 stored of 3,104 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access VLTI/MATISSE observations of the hot dust around β Pictoris Observing faint objects with MATISSE 2026 Astronomy and Astrophysics article Physics and Astronomy Stellar, planetary, and galactic studies Open access 0 citations Introduction to correlation networks: Interdisciplinary approaches beyond thresholding 2025 Physics Reports article Physics and Astronomy Complex Network Analysis Techniques Open access 26 citations Are minimum variance portfolios in multi-factor models long in low-beta assets? 2024 Mathematics and Financial Economics article Decision Sciences Risk and Portfolio Optimization Open access 2 citations The Network Zoo: a multilingual package for the inference and analysis of gene regulatory networks 2023 Genome biology article Biochemistry, Genetics and Molecular Biology Gene Regulatory Network Analysis Open access 56 citations Transfer Learning Gaussian Anomaly Detection by Fine-tuning Representations 2022 conference-paper Computer Science Anomaly Detection Techniques and Applications Open access cited by 1 patent 16 citations Anomaly Detection for the Automated Visual Inspection of PET Preform Closures 2021 IEEE International Conference on Emerging Technologies and Factory Automation (ETFA) conference-paper Engineering Industrial Vision Systems and Defect Detection 4 citations Modeling the Distribution of Normal Data in Pre-Trained Deep Features for Anomaly Detection 2021 Proceedings - International Conference on Pattern Recognition/Proceedings/International Conference on Pattern Recognition conference-paper Computer Science Anomaly Detection Techniques and Applications Open access cited by 5 patents 261 citations Gaussian Anomaly Detection by Modeling the Distribution of Normal Data in Pretrained Deep Features 2021 IEEE Transactions on Instrumentation and Measurement article Computer Science Anomaly Detection Techniques and Applications Open access cited by 2 patents 85 citations Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models 2020 Scandinavian Journal of Statistics article Mathematics Random Matrices and Applications Open access 9 citations Consistency of Extreme Learning Machines and Regression under Non-Stationarity and Dependence for ML-Enhanced Moving Objects 2020 arXiv (Cornell University) preprint Computer Science Machine Learning and ELM Open access 0 citations Updating of the Gaussian graphical model through targeted penalized estimation 2020 Journal of Multivariate Analysis article Mathematics Statistical Methods and Inference Open access 7 citations Testing and estimating change-points in the covariance matrix of a high-dimensional time series 2020 Journal of Multivariate Analysis article Decision Sciences Advanced Statistical Process Monitoring Open access 22 citations 12 results References 0