Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data (Q5052912)
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scientific article; zbMATH DE number 7623622
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| English | Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data |
scientific article; zbMATH DE number 7623622 |
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Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data (English)
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25 November 2022
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covariance matrix
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thresholding estimator
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matrix norm
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optimal convergence rate
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missing data
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0.9448323
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0.9317263
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0.91714513
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0.89665705
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