Optimal rates of convergence for covariance matrix estimation (Q988000)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal rates of convergence for covariance matrix estimation
scientific article

    Statements

    Optimal rates of convergence for covariance matrix estimation (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    24 August 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    covariance matrix
    0 references
    Frobenius norm
    0 references
    minimax lower bound
    0 references
    operator norm
    0 references
    optimal rate of convergence
    0 references
    tapering
    0 references
    0 references