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Estimation of functionals of sparse covariance matrices - MaRDI portal

Estimation of functionals of sparse covariance matrices (Q892255)

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Estimation of functionals of sparse covariance matrices
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    Estimation of functionals of sparse covariance matrices (English)
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    18 November 2015
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    covariance matrix
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    functional estimation
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    high-dimensional testing
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    minimax
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    elbow effect
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