Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848): Difference between revisions
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15 August 2017
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| Property / author: Jana Janková / rank | |||||||||||||||
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| Property / author: Sara van de Geer / rank | |||||||||||||||
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Honest confidence regions and optimality in high-dimensional precision matrix estimation (English) | |||||||||||||||
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| Property / zbMATH Open document ID: 1368.62204 / rank | |||||||||||||||
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| Property / full work available at URL: https://arxiv.org/abs/1507.02061 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62J07 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62H12 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62F12 / rank | |||||||||||||||
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| Property / zbMATH DE Number: 6760273 / rank | |||||||||||||||
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precision matrix | |||||||||||||||
| Property / zbMATH Keywords: precision matrix / rank | |||||||||||||||
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sparsity | |||||||||||||||
| Property / zbMATH Keywords: sparsity / rank | |||||||||||||||
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inference | |||||||||||||||
| Property / zbMATH Keywords: inference / rank | |||||||||||||||
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asymptotic normality | |||||||||||||||
| Property / zbMATH Keywords: asymptotic normality / rank | |||||||||||||||
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confidence regions | |||||||||||||||
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Revision as of 02:17, 4 August 2023
scientific article
| Language | Label | Description | Also known as |
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| English | Honest confidence regions and optimality in high-dimensional precision matrix estimation |
scientific article |
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26
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1
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143-162
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14 September 2016
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15 August 2017
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Honest confidence regions and optimality in high-dimensional precision matrix estimation (English)
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precision matrix
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sparsity
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inference
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asymptotic normality
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confidence regions
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