Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation'' (Q5965317): Difference between revisions

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Latest revision as of 09:28, 30 July 2024

scientific article; zbMATH DE number 6549014
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English
Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation''
scientific article; zbMATH DE number 6549014

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    Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation'' (English)
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    3 March 2016
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    covariance matrix
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    principal component analysis
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    spiked covariance model
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    Stieltjes transform
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