Lower bound estimation for a family of high-dimensional sparse covariance matrices (Q6201203)

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scientific article; zbMATH DE number 7807354
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Lower bound estimation for a family of high-dimensional sparse covariance matrices
scientific article; zbMATH DE number 7807354

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    Lower bound estimation for a family of high-dimensional sparse covariance matrices (English)
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    20 February 2024
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    minimax risk
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    lower bound estimation
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    Kullback-Leibler divergence
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    affinity
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    mixture probability measure
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    sparse covariance matrix
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