Partial estimation of covariance matrices

DOI10.1007/s00440-011-0349-4zbMath1318.62179arXiv1008.1716OpenAlexW2044825056MaRDI QIDQ714954

Elizaveta Levina, R. V. Vershinin

Publication date: 12 October 2012

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1008.1716

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20)

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