Efficient Minimax Estimation of a Class of High-Dimensional Sparse Precision Matrices

DOI10.1109/TSP.2012.2189109zbMath1393.94192OpenAlexW2167692402MaRDI QIDQ4573785

Xiaohui Chen, Z. Jane Wang, Young-Heon Kim

Publication date: 18 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2012.2189109

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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