scientific article; zbMATH DE number 6176343
From MaRDI portal
Publication:4928580
zbMATH Open1295.62057MaRDI QIDQ4928580FDOQ4928580
Authors: Philippe Rigollet, Alexandre B. Tsybakov
Publication date: 14 June 2013
Title of this publication is not available (Why is that?)
Recommendations
- scientific article; zbMATH DE number 6176346
- scientific article; zbMATH DE number 6176344
- Quantile regression for competing risks data with missing cause of failure
- scientific article; zbMATH DE number 6176341
- scientific article; zbMATH DE number 6176345
- scientific article; zbMATH DE number 6176347
- Minimax estimation of large covariance matrices under \(\ell_1\)-norm
- Improved Minimax Estimators of Normal Convariance and Precision Matrices
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)
Cited In (9)
- Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes
- Certifiably optimal sparse inverse covariance estimation
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Sparse covariance matrix estimation in high-dimensional deconvolution
- Estimation of matrices with row sparsity
- Estimation of functionals of sparse covariance matrices
- Kullback-Leibler aggregation and misspecified generalized linear models
- Deviation optimal learning using greedy \(Q\)-aggregation
- Title not available (Why is that?)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4928580)