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

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Minimax optimal estimation of general bandable covariance matrices
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    Minimax optimal estimation of general bandable covariance matrices (English)
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    10 January 2014
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    adaptive minimax
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    minimax optimal rates
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    Frobenius norm
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    spectral norm
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    tapering
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