scientific article; zbMATH DE number 6176343

MaRDI QIDQ4928580zbMATH OpenFDO

Authors Philippe Rigollet, Alexandre B. Tsybakov

Publication date 14 June 2013

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)

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

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
• scientific article; zbMATH DE number 6176345 (Why is no real title available?)

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)