Lower bound estimation for a family of high-dimensional sparse covariance matrices

DOI10.1142/s0219691323500455MaRDI QIDQ6201203

Hui-Min Li, You Ming Liu

Publication date: 20 February 2024

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

zbMATH Keywords

affinityKullback-Leibler divergenceminimax risksparse covariance matrixlower bound estimationmixture probability measure

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Measures of information, entropy (94A17)

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