Minimax estimation of large covariance matrices under \(\ell_1\)-norm (Q3145535)
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scientific article; zbMATH DE number 6117823
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| English | Minimax estimation of large covariance matrices under \(\ell_1\)-norm |
scientific article; zbMATH DE number 6117823 |
Statements
21 December 2012
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minimax lower bound
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operator norm
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optimal rate of convergence
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tapering
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thresholding
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0.8667210936546326
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0.8541268706321716
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0.8451101779937744
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0.8263881802558899
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0.8120839595794678
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