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

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