Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data
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Cites work
- Adapting to unknown sparsity by controlling the false discovery rate
- Adaptive covariance matrix estimation through block thresholding
- Covariance regularization by thresholding
- scientific article; zbMATH DE number 1064667 (Why is no real title available?)
- Introduction to nonparametric estimation
- Minimax estimation of large covariance matrices under _1-norm
- Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data
- Optimal rates of convergence for covariance matrix estimation
- Optimal rates of convergence for sparse covariance matrix estimation
- Regularized estimation of large covariance matrices
- Robust estimation of high-dimensional covariance and precision matrices
- Sparsistency and rates of convergence in large covariance matrix estimation
Cited in
(14)- Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates
- Estimating high-dimensional covariance and precision matrices under general missing dependence
- Robust sparse covariance estimation by thresholding Tyler's M-estimator
- Tight lower bound of sparse covariance matrix estimation in the local differential privacy model
- Optimal estimation and rank detection for sparse spiked covariance matrices
- Spectral analysis of high-dimensional sample covariance matrices with missing observations
- Sparse covariance matrix estimation in high-dimensional deconvolution
- Estimation of the covariance matrix with two-step monotone missing data
- Minimax estimation of large covariance matrices under _1-norm
- High-dimensional covariance matrix estimation with missing observations
- Lower bound estimation for a family of high-dimensional sparse covariance matrices
- Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data
- Optimal rates of convergence for sparse covariance matrix estimation
- Missing values: sparse inverse covariance estimation and an extension to sparse regression
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