Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848)
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scientific article; zbMATH DE number 6760273
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| English | Honest confidence regions and optimality in high-dimensional precision matrix estimation |
scientific article; zbMATH DE number 6760273 |
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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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0.8889005184173584
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0.8428130149841309
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0.8243759870529175
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0.8231026530265808
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0.8136565089225769
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Jana Janková
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Sara Van De Geer
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