Minimax optimal estimation of general bandable covariance matrices (Q391515): Difference between revisions

@@ Property / author @@
-Hui Zou
@@ Property / author: Hui Zou / rank @@
-Normal rank
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+MaRDI publication profile
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+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2012.11.003
+Normal rank
@@ Property / OpenAlex ID @@
+W2046316070
@@ Property / OpenAlex ID: W2046316070 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3684973
@@ Property / cites work: Q3684973 / rank @@
+Normal rank
@@ Property / cites work @@
+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
+Normal rank
@@ Property / cites work @@
+Regularized estimation of large covariance matrices
+Normal rank
@@ Property / cites work @@
+Optimal rates of convergence for covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+Operator norm consistent estimation of large-dimensional sparse covariance matrices
+Normal rank
@@ Property / cites work @@
+Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
+Normal rank
@@ Property / cites work @@
+Covariance matrix selection and estimation via penalised  normal likelihood
+Normal rank
@@ Property / cites work @@
+Sparsistency and rates of convergence in large covariance matrix estimation
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@@ Property / cites work @@
+Generalized Thresholding of Large Covariance Matrices
+Normal rank
@@ Property / cites work @@
+A new approach to Cholesky-based covariance regularization in high dimensions
+Normal rank
@@ Property / cites work @@
+Introduction to nonparametric estimation
@@ Property / cites work: Introduction to nonparametric estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Q3643299
@@ Property / cites work: Q3643299 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4356002
@@ Property / cites work: Q4356002 / rank @@
+Normal rank