Sparse covariance matrix estimation in high-dimensional deconvolution. Belomestny, D., Trabs, M., & Tsybakov, A. B. Bernoulli, 25(3):1901–1938, 2019.
Sparse covariance matrix estimation in high-dimensional deconvolution [link]Paper  doi  bibtex   4 downloads  
@article {MR3961235,
    AUTHOR = {Belomestny, Denis and Trabs, Mathias and Tsybakov, Alexandre
              B.},
     TITLE = {Sparse covariance matrix estimation in high-dimensional
              deconvolution},
   JOURNAL = {Bernoulli},
  FJOURNAL = {Bernoulli. Official Journal of the Bernoulli Society for
              Mathematical Statistics and Probability},
    VOLUME = {25},
      YEAR = {2019},
    NUMBER = {3},
     PAGES = {1901--1938},
      ISSN = {1350-7265},
   MRCLASS = {62H12 (62G05)},
  MRNUMBER = {3961235},
       DOI = {10.3150/18-BEJ1040A},
       URL = {https://doi.org/10.3150/18-BEJ1040A},
}

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