Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data
Publication
, Journal Article
Cai, TT; Zhang, A
Published in: Journal of Multivariate Analysis
September 2016
Duke Scholars
Published In
Journal of Multivariate Analysis
DOI
ISSN
0047-259X
Publication Date
September 2016
Volume
150
Start / End Page
55 / 74
Publisher
Elsevier BV
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Cai, T. T., & Zhang, A. (2016). Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data. Journal of Multivariate Analysis, 150, 55–74. https://doi.org/10.1016/j.jmva.2016.05.002
Cai, T Tony, and Anru Zhang. “Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data.” Journal of Multivariate Analysis 150 (September 2016): 55–74. https://doi.org/10.1016/j.jmva.2016.05.002.
Cai TT, Zhang A. Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data. Journal of Multivariate Analysis. 2016 Sep;150:55–74.
Cai, T. Tony, and Anru Zhang. “Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data.” Journal of Multivariate Analysis, vol. 150, Elsevier BV, Sept. 2016, pp. 55–74. Crossref, doi:10.1016/j.jmva.2016.05.002.
Cai TT, Zhang A. Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data. Journal of Multivariate Analysis. Elsevier BV; 2016 Sep;150:55–74.
Published In
Journal of Multivariate Analysis
DOI
ISSN
0047-259X
Publication Date
September 2016
Volume
150
Start / End Page
55 / 74
Publisher
Elsevier BV
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics