Optimal estimation of high-dimensional sparse covariance matrices with missing data
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Cites work
- Adaptive thresholding for sparse covariance matrix estimation
- Covariance Matrix Estimation With Non Uniform and Data Dependent Missing Observations
- Elements of Information Theory
- Estimating high-dimensional covariance and precision matrices under general missing dependence
- Estimation of sparse covariance matrix via non-convex regularization
- Generalized thresholding of large covariance matrices
- High-dimensional covariance matrix estimation with missing observations
- High-dimensional probability. An introduction with applications in data science
- 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
- Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations
- Optimal rates of convergence for sparse covariance matrix estimation
- Robust estimation of high-dimensional covariance and precision matrices
- Sparse estimation of high-dimensional correlation matrices
- Sparse multivariate regression with missing values and its application to the prediction of material properties
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