Robust estimation of high-dimensional covariance and precision matrices (Q5384584)

From MaRDI portal
scientific article; zbMATH DE number 7072412
Language Label Description Also known as
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
    0 references
    0 references
    0 references
    0 references
    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

    Identifiers