Minimax optimal estimation of general bandable covariance matrices (Q391515)

From MaRDI portal
Revision as of 05:49, 7 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Minimax optimal estimation of general bandable covariance matrices
scientific article

    Statements

    Minimax optimal estimation of general bandable covariance matrices (English)
    0 references
    0 references
    0 references
    10 January 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    adaptive minimax
    0 references
    minimax optimal rates
    0 references
    Frobenius norm
    0 references
    spectral norm
    0 references
    tapering
    0 references
    0 references