Sparse covariance matrix estimation in high-dimensional deconvolution
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Publication:2419664
DOI10.3150/18-BEJ1040AzbMath1466.62332arXiv1710.10870MaRDI QIDQ2419664
Alexandre B. Tsybakov, Denis Belomestny, Mathias Trabs
Publication date: 14 June 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.10870
Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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