Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313)
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scientific article; zbMATH DE number 6549010
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation |
scientific article; zbMATH DE number 6549010 |
Statements
Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (English)
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3 March 2016
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adaptive estimation
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banding
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block thresholding
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covariance matrix
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factor model
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Frobenius norm
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Gaussian graphical model
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hypothesis testing
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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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precision matrix
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Schatten norm
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spectral norm
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tapering
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thresholding
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