Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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