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Minimax Rate-optimal Estimation of High-dimensional Covariance Matrices with Incomplete Data()

Missing data occur frequently in a wide range of applications. In this paper, we consider estimation of high-dimensional covariance matrices in the presence of missing observations under a general missing completely at random model in the sense that the missingness is not dependent on the values of...

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Bibliografische gegevens
Gepubliceerd in:J Multivar Anal
Hoofdauteurs: Cai, T. Tony, Zhang, Anru
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: 2016
Onderwerpen:
Online toegang:https://ncbi.nlm.nih.gov/pmc/articles/PMC5074419/
https://ncbi.nlm.nih.gov/pubmed/27777471
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jmva.2016.05.002
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