Calibrated Precision Matrix Estimation for High-Dimensional Elliptical Distributions
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Publication:2979176
DOI10.1109/TIT.2014.2360980zbMath1359.62194OpenAlexW2004907526WikidataQ35013800 ScholiaQ35013800MaRDI QIDQ2979176
Publication date: 2 May 2017
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.2014.2360980
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Information theory (general) (94A15)
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