Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
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Publication:5965314
DOI10.1214/15-EJS1018zbMath1331.62281OpenAlexW3147678934MaRDI QIDQ5965314
Publication date: 3 March 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1455715953
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Nonparametric statistical resampling methods (62G09)
Cites Work
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models
- Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas
- Sparse semiparametric discriminant analysis
- SURE-tuned tapering estimation of large covariance matrices
- Strong oracle optimality of folded concave penalized estimation
- SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties
- Rank-based tapering estimation of bandable correlation matrices
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