scientific article; zbMATH DE number 6176343

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?)

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zbMATH Keywords

taperingthresholdingminimax lower boundoptimal rate of convergenceoperator norm

Mathematics Subject Classification ID

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?)

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