Nonasymptotic support recovery for high-dimensional sparse covariance matrices
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Publication:6541707
Cites work
- scientific article; zbMATH DE number 6026126 (Why is no real title available?)
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- Shrinkage Estimators for Covariance Matrices
- Some estimates of norms of random matrices
- Sparse estimation of a covariance matrix
- Threshold selection for covariance estimation
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