High-dimensional Covariance Estimation by Pairwise Likelihood Truncation

10 July 2024

Papers citing "High-dimensional Covariance Estimation by Pairwise Likelihood Truncation"

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Title
Optimal rates of convergence for sparse covariance matrix estimation T. Cai Harrison H. Zhou 117 246 0 13 Feb 2013
Sparsistency and rates of convergence in large covariance matrix estimation Clifford Lam Jianqing Fan 146 608 0 26 Nov 2007