Estimating high-dimensional covariance and precision matrices under general missing dependence (Q2074279)
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English | Estimating high-dimensional covariance and precision matrices under general missing dependence |
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Estimating high-dimensional covariance and precision matrices under general missing dependence (English)
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9 February 2022
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convergence rate
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covariance matrix
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dependent missing structure
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element-wise maximum norm
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inverse probability weighting
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