Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Operator norm consistent estimation of large-dimensional sparse covariance matrices |
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Operator norm consistent estimation of large-dimensional sparse covariance matrices (English)
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6 February 2009
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covariance matrices
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correlation matrices
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adjacency matrices
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eigenvalues of covariance matrices
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multivariate statistical analysis
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high-dimensional inference
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random matrix theory
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sparsity
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\(\beta \)-sparsity
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