Lower bound estimation for a family of high-dimensional sparse covariance matrices
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Cites work
- A minimax method for finding saddle points of upper semi-differentiable locally Lipschitz continuous functional in Banach space and its convergence
- Elements of Information Theory
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Exact second-order cone programming relaxations for some nonconvex minimax quadratic optimization problems
- Introduction to nonparametric estimation
- Maximum Kullback-Leibler distance of some conventional distributions
- Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory
- Minimax optimal procedures for testing the structure of multidimensional functions
- Optimal rates of convergence for sparse covariance matrix estimation
- Portfolio optimization under a minimax rule revisited
- Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics
- Robust estimation of high-dimensional covariance and precision matrices
- Tight lower bound of sparse covariance matrix estimation in the local differential privacy model
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