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Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data

Cai, T. Tony, Zhang, Anru
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Language:
english
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2016.05.002
Date:
May, 2016
File:
PDF, 544 KB
english, 2016
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