Nonasymptotic estimation and support recovery for high dimensional sparse covariance matrices

7 May 2017

Papers citing "Nonasymptotic estimation and support recovery for high dimensional sparse covariance matrices"

3 / 3 papers shown

Title
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 204 397 0 21 Jan 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 202 1,272 0 20 Jan 2009
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 378 1,385 0 13 Mar 2008