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

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+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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+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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