Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations (Q2322678)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations |
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Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations (English)
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5 September 2019
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convergence rate
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covariance matrix
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inverse probability weight estimator
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missing completely at random
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