Adaptive thresholding for sparse covariance matrix estimation (Q3095185)
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scientific article
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| English | Adaptive thresholding for sparse covariance matrix estimation |
scientific article |
Statements
Adaptive Thresholding for Sparse Covariance Matrix Estimation (English)
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28 October 2011
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Frobenius norm
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optimal rate of convergence
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spectral norm
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support recovery
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universal thresholding
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0.8741667866706848
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0.8631497025489807
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0.8482731580734253
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0.846616268157959
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0.8123975396156311
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