Adaptive covariance matrix estimation through block thresholding (Q1940765)
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scientific article; zbMATH DE number 6142912
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| English | Adaptive covariance matrix estimation through block thresholding |
scientific article; zbMATH DE number 6142912 |
Statements
Adaptive covariance matrix estimation through block thresholding (English)
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7 March 2013
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adaptive estimation
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block thresholding
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Frobenius norm
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minimax estimation
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optimal rate of convergence
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spectral norm
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0.8741667866706848
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0.8237570524215698
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0.8219282031059265
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0.8214167356491089
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0.8181018233299255
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