Estimation of conditional mean operator under the bandable covariance structure

DOI10.1214/22-EJS1981zbMath1493.62038arXiv2103.06420MaRDI QIDQ2136639

Jaeyong Lee, Kwangmin Lee, Kyoungjae Lee

Publication date: 11 May 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.06420

zbMATH Keywords

covariance estimationbandable covarianceconditional meanminimax analysispost-processed posterior

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

Post-processed posteriors for sparse covariances

Uses Software

• SOFAR

Cites Work

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