Optimal rates of convergence for sparse covariance matrix estimation (Q741791): Difference between revisions

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+Adapting to unknown sparsity by controlling the false discovery rate
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+Regularized estimation of large covariance matrices
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+Adaptive Thresholding for Sparse Covariance Matrix Estimation
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+Optimal rates of convergence for covariance matrix estimation
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+Optimal rates of convergence for sparse covariance matrix estimation
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+Matrix Nearness Problems with Bregman Divergences
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+Geometrizing rates of convergence. II
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+Operator norm consistent estimation of large-dimensional sparse covariance matrices
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+Sparsistency and rates of convergence in large covariance matrix estimation
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+Convergence of estimates under dimensionality restrictions
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+Asymptotic methods in statistical decision theory
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+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
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+Generalized Thresholding of Large Covariance Matrices
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+Introduction to nonparametric estimation
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+Asymptotic Statistics
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