Robust estimation of high-dimensional covariance and precision matrices (Q5384584)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust estimation of high-dimensional covariance and precision matrices |
scientific article; zbMATH DE number 7072412
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust estimation of high-dimensional covariance and precision matrices |
scientific article; zbMATH DE number 7072412 |
Statements
Robust estimation of high-dimensional covariance and precision matrices (English)
0 references
24 June 2019
0 references
constrained \(\ell_1\)-minimization
0 references
leptokurtosis
0 references
minimax rate
0 references
robustness
0 references
thresholding
0 references
