Estimation of functionals of sparse covariance matrices (Q892255)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Estimation of functionals of sparse covariance matrices
scientific article

    Statements

    Estimation of functionals of sparse covariance matrices (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    18 November 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    covariance matrix
    0 references
    functional estimation
    0 references
    high-dimensional testing
    0 references
    minimax
    0 references
    elbow effect
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references