Sparse basis covariance matrix estimation for high dimensional compositional data via hard thresholding

DOI10.1016/j.spl.2024.110088zbMATH Open1541.62128MaRDI QIDQ6569427

Huimin Li, Jinru Wang

Publication date: 9 July 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

upper boundcompositional dataprobability estimationhard thresholding estimatorsparse basis covariance matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Design of statistical experiments (62K99) Parametric inference under constraints (62F30) Analysis of variance and covariance (ANOVA) (62J10)

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