Estimation of functionals of sparse covariance matrices (Q892255)
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scientific article; zbMATH DE number 6511428
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| English | Estimation of functionals of sparse covariance matrices |
scientific article; zbMATH DE number 6511428 |
Statements
Estimation of functionals of sparse covariance matrices (English)
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18 November 2015
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covariance matrix
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functional estimation
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high-dimensional testing
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minimax
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elbow effect
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0.8067290782928467
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0.7879523634910583
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0.7808231711387634
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0.7786201238632202
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0.777731716632843
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