Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730): Difference between revisions
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Revision as of 02:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparsistency and rates of convergence in large covariance matrix estimation |
scientific article |
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Sparsistency and rates of convergence in large covariance matrix estimation (English)
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9 December 2009
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covariance matrix
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high-dimensionality
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consistency
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nonconcave penalized likelihood
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sparsistency
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asymptotic normality
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