Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data (Q739584)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data |
scientific article |
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Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data (English)
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18 August 2016
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adaptive thresholding
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bandable covariance matrix
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generalized sample covariance matrix
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missing data
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optimal rate of convergence
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sparse covariance matrix
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thresholding
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