Adaptive covariance matrix estimation through block thresholding (Q1940765)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive covariance matrix estimation through block thresholding |
scientific article |
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Adaptive covariance matrix estimation through block thresholding (English)
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7 March 2013
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adaptive estimation
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block thresholding
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Frobenius norm
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minimax estimation
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optimal rate of convergence
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spectral norm
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