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Optimal estimation of functionals of high-dimensional mean and
  covariance matrix
v1v2 (latest)

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

20 August 2019
Jianqing Fan
Haolei Weng
Yifeng Zhou
ArXiv (abs)PDFHTML

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

1 / 1 papers shown
Estimation of Conditional Mean Operator under the Bandable Covariance
  Structure
Estimation of Conditional Mean Operator under the Bandable Covariance StructureElectronic Journal of Statistics (EJS), 2021
Kwangmin Lee
Kyoungjae Lee
Jaeyong Lee
154
3
0
11 Mar 2021
1
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