Minimax estimation of large covariance matrices under \(\ell_1\)-norm (Q3145535)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6117823
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Minimax estimation of large covariance matrices under \(\ell_1\)-norm |
scientific article; zbMATH DE number 6117823 |
Statements
21 December 2012
0 references
minimax lower bound
0 references
operator norm
0 references
optimal rate of convergence
0 references
tapering
0 references
thresholding
0 references
0.8667210936546326
0 references
0.8541268706321716
0 references
0.8451101779937744
0 references
0.8263881802558899
0 references
0.8120839595794678
0 references
