"Minimax optimal estimation of general bandable covariance matrices."

Lingzhou Xue, Hui Zou (2013)

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DOI: 10.1016/J.JMVA.2012.11.003

access: open

type: Journal Article

metadata version: 2021-02-17

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Lingzhou Xue, Hui Zou:
Minimax optimal estimation of general bandable covariance matrices. J. Multivar. Anal. 116: 45-51 (2013)

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