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- id: CunninghamFast2008
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  publisher: Taylor & Francis
  title: Covariance Tapering for Interpolation of Large Spatial Datasets
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- id: FurrerEstimation2007
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  publisher: Elsevier
  title: >-
    Estimation of high-dimensional prior and posterior covariance matrices in
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  DOI: 10.2307/2281592
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  title: On the Exact Variance of Products
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  citation-key: HackbuschHierarchical2015
  collection-number: '49'
  collection-title: Springer series in computational mathematics
  edition: 1st
  event-place: Heidelberg New York Dordrecht London
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  publisher: Springer Publishing Company, Incorporated
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  title: 'Hierarchical Matrices: Algorithms and Analysis'
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      day: 21
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      month: 10
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  title: >-
    Generalized least squares inference in panel and multilevel models with
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  volume: '140'

- id: HeinrichSpectral2014
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      month: 6
      day: 16
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    - family: Podolskij
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  container-title: arXiv:1410.6764 [math]
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      month: 10
      day: 24
  title: On spectral distribution of high dimensional covariation matrices
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- id: HuangCovariance2006
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      month: 9
      day: 13
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      given: Jianhua Z.
    - family: Liu
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    - family: Pourahmadi
      given: Mohsen
    - family: Liu
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  citation-key: HuangCovariance2006
  container-title: Biometrika
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  ISSN: 0006-3444, 1464-3510
  issue: '1'
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      month: 1
      day: 3
  language: en
  page: 85-98
  title: Covariance matrix selection and estimation via penalised normal likelihood
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  volume: '93'

- id: JamesEstimation1961
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      day: 12
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    - family: Stein
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  citation-key: JamesEstimation1961
  container-title: >-
    Proceedings of the fourth Berkeley symposium on mathematical statistics and
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  page: 361–379
  publisher: University of California Press
  title: Estimation with quadratic loss
  type: paper-conference
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- id: JankovaHonest2015
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    - family: Geer
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  issued:
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      month: 7
      day: 8
  title: >-
    Honest confidence regions and optimality in high-dimensional precision
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  URL: http://arxiv.org/abs/1507.02061

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  archive: JSTOR
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  title: A Note on the Efficiency of Sandwich Covariance Matrix Estimation
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- id: KhoromskijApplication2009
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    - family: Litvinenko
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    Application of hierarchical matrices for computing the Karhunen–Loève
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  container-title: WIREs Computational Statistics
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  language: en
  page: 1-16
  title: Object-oriented Computation of Sandwich Estimators
  type: article-journal
  URL: https://www.jstatsoft.org/index.php/jss/article/view/v016i09
  volume: '16'

- id: ZhangSparse2014
  accessed:
    - year: 2016
      month: 10
      day: 17
  author:
    - family: Zhang
      given: T.
    - family: Zou
      given: H.
  citation-key: ZhangSparse2014
  container-title: Biometrika
  DOI: 10.1093/biomet/ast059
  ISSN: 0006-3444, 1464-3510
  issue: '1'
  issued:
    - year: 2014
      month: 3
      day: 1
  language: en
  page: 103-120
  title: Sparse precision matrix estimation via lasso penalized D-trace loss
  type: article-journal
  URL: http://users.stat.umn.edu/~zouxx019/Papers/precisionmatrix.pdf
  volume: '101'
...
