High-dimensional covariance matrix estimation with missing observations (Q395991): Difference between revisions
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Revision as of 01:52, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | High-dimensional covariance matrix estimation with missing observations |
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High-dimensional covariance matrix estimation with missing observations (English)
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8 August 2014
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covariance matrix
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Lasso
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low-rank matrix estimation
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missing observations
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non-commutative Bernstein inequality
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optimal rate of convergence
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