Optimal estimation of functionals of high-dimensional mean and covariance matrix

20 August 2019

Papers citing "Optimal estimation of functionals of high-dimensional mean and covariance matrix"

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Title
A Shrinkage Principle for Heavy-Tailed Data: High-Dimensional Robust Low-Rank Matrix Recovery Jianqing Fan Weichen Wang Ziwei Zhu 42 95 0 28 Mar 2016
Hypothesis Testing in High-Dimensional Regression under the Gaussian Random Design Model: Asymptotic Theory Adel Javanmard Andrea Montanari 93 160 0 17 Jan 2013