Estimation of functionals of sparse covariance matrices
From MaRDI portal
Publication:892255
DOI10.1214/15-AOS1357zbMath1327.62338arXiv1408.5087OpenAlexW3102937696WikidataQ40066007 ScholiaQ40066007MaRDI QIDQ892255
Philippe Rigollet, Jianqing Fan, Wei-Chen Wang
Publication date: 18 November 2015
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.5087
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Minimax procedures in statistical decision theory (62C20)
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