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Honest confidence regions and optimality in high-dimensional precision matrix estimation - MaRDI portal

Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848)

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Honest confidence regions and optimality in high-dimensional precision matrix estimation
scientific article

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    26
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    143-162
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    14 September 2016
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    15 August 2017
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    Honest confidence regions and optimality in high-dimensional precision matrix estimation (English)
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    precision matrix
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    sparsity
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    inference
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    asymptotic normality
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    confidence regions
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