MINIMAX ESTIMATION OF LARGE COVARIANCE MATRICES UNDER l(1)-NORM COMMENT

Author(s): Rigollet, Philippe; Tsybakov, Alexandre B.

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DC Field	Value	Language
dc.contributor.author	Rigollet, Philippe	-
dc.contributor.author	Tsybakov, Alexandre B.	-
dc.date.accessioned	2020-03-23T18:11:51Z	-
dc.date.available	2020-03-23T18:11:51Z	-
dc.date.issued	2012-10	en_US
dc.identifier.citation	Rigollet, Philippe, Tsybakov, Alexandre B. (2012). MINIMAX ESTIMATION OF LARGE COVARIANCE MATRICES UNDER l(1)-NORM COMMENT. STATISTICA SINICA, 22 (4), 1358 - 1367	en_US
dc.identifier.issn	1017-0405	-
dc.identifier.uri	http://arks.princeton.edu/ark:/88435/pr1q78x	-
dc.description.abstract	Estimation of covariance matrices in various norms is an issue that finds applications in a wide range of statistical problems and especially in principal component analysis.	en_US
dc.format.extent	1358 - 1367	en_US
dc.language.iso	en_US	en_US
dc.relation.ispartof	STATISTICA SINICA	en_US
dc.rights	Author's manuscript	en_US
dc.title	MINIMAX ESTIMATION OF LARGE COVARIANCE MATRICES UNDER l(1)-NORM COMMENT	en_US
dc.type	Journal Article	en_US
dc.identifier.eissn	1996-8507	-
pu.type.symplectic	http://www.symplectic.co.uk/publications/atom-terms/1.0/journal-article	en_US

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