Operator norm consistent estimation of large-dimensional sparse covariance matrices
type: Item
instance of: scholarly article
title: Operator norm consistent estimation of large-dimensional sparse covariance matrices
zbMATH Open document ID: 1196.62064
DOI: 10.1214/07-AOS559
author: Noureddine El Karoui
published in: The Annals of Statistics
publication date: 2009-02-06T00:00:00Z
full work available at URL: https://arxiv.org/abs/0901.3220
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 15A18
zbMATH DE Number: 5503374
zbMATH Keywords: covariance matrices
zbMATH Keywords: correlation matrices
zbMATH Keywords: adjacency matrices
zbMATH Keywords: eigenvalues of covariance matrices
zbMATH Keywords: multivariate statistical analysis
zbMATH Keywords: high-dimensional inference
zbMATH Keywords: random matrix theory
zbMATH Keywords: sparsity
zbMATH Keywords: \(\beta \)-sparsity
MaRDI profile type: Publication
arXiv ID: 0901.3220
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OpenAlex ID: W3103699839
description: scientific article