Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data (Q5052912)
From MaRDI portal
scientific article; zbMATH DE number 7623622
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data |
scientific article; zbMATH DE number 7623622 |
Statements
Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data (English)
0 references
25 November 2022
0 references
covariance matrix
0 references
thresholding estimator
0 references
matrix norm
0 references
optimal convergence rate
0 references
missing data
0 references
0 references
