Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation

DOI10.1214/15-EJS1006zbMath1331.62271OpenAlexW2282936220MaRDI QIDQ5965316

Ming Yuan, Krishnakumar Balasubramanian

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/1455715955

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Nonparametric statistical resampling methods (62G09)

Related Items (1)

Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models

Cites Work

• Covariance regularization by thresholding
• Robust Statistics

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