Optimal rates of convergence for covariance matrix estimation (Q988000): Difference between revisions
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Revision as of 01:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal rates of convergence for covariance matrix estimation |
scientific article |
Statements
Optimal rates of convergence for covariance matrix estimation (English)
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24 August 2010
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covariance matrix
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Frobenius norm
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minimax lower bound
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operator norm
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optimal rate of convergence
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tapering
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