Minimax optimal estimation of general bandable covariance matrices (Q391515)
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scientific article; zbMATH DE number 6244285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax optimal estimation of general bandable covariance matrices |
scientific article; zbMATH DE number 6244285 |
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Minimax optimal estimation of general bandable covariance matrices (English)
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10 January 2014
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adaptive minimax
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minimax optimal rates
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Frobenius norm
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spectral norm
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tapering
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