Optimal rates of convergence for sparse covariance matrix estimation
From MaRDI portal
Publication:741791
DOI10.1214/12-AOS998zbMath1373.62247arXiv1302.3030MaRDI QIDQ741791
Publication date: 15 September 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.3030
Frobenius normminimax lower boundthresholdingoptimal rate of convergenceBregman divergencespectral normcovariance matrix estimationAssouad's lemmaLe Cam's method
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