Estimation of functionals of sparse covariance matrices (Q892255): Difference between revisions

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+Adaptive Thresholding for Sparse Covariance Matrix Estimation
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+Nonquadratic estimators of a quadratic functional
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+Optimal adaptive estimation of a quadratic functional
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+Optimal estimation and rank detection for sparse spiked covariance matrices
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+Optimal rates of convergence for estimating Toeplitz covariance matrices
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+Optimal rates of convergence for covariance matrix estimation
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+Estimation of functionals of sparse covariance matrices
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+A mathematical introduction to compressive sensing
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+Estimation of integrated squared density derivatives
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+Sharp adaptive estimation of quadratic functionals
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+Partial estimation of covariance matrices
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+Sparse principal component analysis and iterative thresholding
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+Asymptotic power of sphericity tests for high-dimensional data
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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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+Minimax risks for sparse regressions: ultra-high dimensional phenomenons
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