Minimax estimation of large covariance matrices under _1-norm
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Publication:3145535
zbMATH Open1266.62036MaRDI QIDQ3145535FDOQ3145535
Publication date: 21 December 2012
Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/j22n4/J22N41/J22N41.html
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Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Minimax procedures in statistical decision theory (62C20)
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