Publication:4928581

zbMath1266.62035MaRDI QIDQ4928581

Peter J. Bickel, Elizaveta Levina, Ji Zhu, Adam J. Rothman

Publication date: 14 June 2013

zbMATH Keywords

minimax lower bound; thresholding; operator norm; optimal rate of convergence; tapering

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H12: Estimation in multivariate analysis

62H15: Hypothesis testing in multivariate analysis

62H20: Measures of association (correlation, canonical correlation, etc.)

62C20: Minimax procedures in statistical decision theory