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

DOI10.1214/15-EJS1081REJzbMath1331.62273MaRDI QIDQ5965318

T. Tony Cai, Zhao Ren, Harrison H. Zhou

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/1455715957

Mathematics Subject Classification ID

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

Related Items

Testing hypotheses about covariance matrices in general MANOVA designs

Uses Software

• ROCKET

Cites Work

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