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Comment: "Minimax estimation of large covariance matrices under ℓ1-norm''

By P. Rigollet and A.B. Tsybakov

Abstract

International audienc

Topics: [ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR], [ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST], [ STAT.TH ] Statistics [stat]/Statistics Theory [stat.TH]
Publisher: Taipei : Institute of Statistical Science, Academia Sinica
Year: 2012
OAI identifier: oai:HAL:hal-00831147v1
Provided by: Hal-Diderot
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