Optimal rates of convergence for covariance matrix estimation (Q988000): Difference between revisions

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+Q3684973
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+Regularized estimation of large covariance matrices
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+Covariance regularization by thresholding
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+Normal rank
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+Q5539510
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+Operator norm consistent estimation of large-dimensional sparse covariance matrices
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+Q5185900
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+Normal rank
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+High dimensional covariance matrix estimation using a factor model
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+Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
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+Covariance matrix selection and estimation via penalised  normal likelihood
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+On the distribution of the largest eigenvalue in principal components analysis
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+On Consistency and Sparsity for Principal Components Analysis in High Dimensions
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+Sparsistency and rates of convergence in large covariance matrix estimation
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+Q3776390
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+Normal rank
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+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
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+Sparse permutation invariant covariance estimation
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+Sampling from large matrices
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+Q4002143
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+Q3643299
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+Q4356002
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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