Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
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Publication:5965315
DOI10.1214/15-EJS1081AzbMath1331.62278MaRDI QIDQ5965315
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/1455715954
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Nonparametric statistical resampling methods (62G09)
Cites Work
- Estimation of matrices with row sparsity
- High-dimensional covariance matrix estimation with missing observations
- Estimation of high-dimensional low-rank matrices
- Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
- Optimal estimation and rank detection for sparse spiked covariance matrices
- Sparse Principal Component Analysis with Missing Observations
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