Covariance Matrix Estimation With Non Uniform and Data Dependent Missing Observations

DOI10.1109/TIT.2020.3039118zbMath1465.62100arXiv1910.00667OpenAlexW3102110180MaRDI QIDQ4963961

Antonio Ortega, Eduardo Pavez

Publication date: 24 February 2021

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.00667

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Missing data (62D10)

Related Items (3)

Sparse precision matrix estimation with missing observations ⋮ Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees ⋮ Estimating high-dimensional covariance and precision matrices under general missing dependence

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