Author:
Cho Seonghun,Katayama Shota,Lim Johan,Choi Young-Geun
Funder
National Research Foundation of Korea
Japan Society for the Promotion of Science
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Modelling and Simulation,Statistics and Probability,Analysis
Reference23 articles.
1. Bickel, P., Levina, E.: Covariance regularization by thresholding. Ann. Stat. 36(6), 2577–2604 (2008a)
2. Bickel, P., Levina, E.: Regularized estimation of large covariance matrices. Ann. Stat. 36(1), 199–227 (2008b)
3. Cai, T.T., Liu, W.: Adaptive thresholding for sparse covariance matrix estimation. J. Am. Stat. Assoc. 106(494), 672–684 (2011)
4. Cai, T.T., Zhang, C.-H., Zhou, H.H.: Optimal rates of convergence for covariance matrix estimation. Ann. Stat. 38(4), 2118–2144 (2010)
5. Cai, T.T., Zhou, H.H.: Minimax estimation of large covariance matrices under $$\ell _1$$-norm. Stat. Sin. 22(4), 1319–1349 (2012a)
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献