scientific article; zbMATH DE number 6176347

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zbMath1295.62056MaRDI QIDQ4928584

Harrison H. Zhou

Publication date: 14 June 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

minimax lower bound thresholding operator norm optimal rate of convergence tapering

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

Direct shrinkage estimation of large dimensional precision matrix

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