Open AccessDiscussion of “Estimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation”
Author(s) -
Krishnakumar Balasubramanian,
Ming Yuan
Publication year - 2016
Publication title -
electronic journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.482
H-Index - 54
ISSN - 1935-7524
DOI - 10.1214/15-ejs1006
Subject(s) - mathematics , covariance , estimation , statistics , estimation of covariance matrices , econometrics , mathematical optimization , algorithm , management , economics