@inproceedings{clifford2009sparsistency,
title={Sparsistency and rates of convergence in large covariance matrix estimation},
author={Clifford Lam, and Jianqing Fan},
url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221113336780830822},
booktitle={Annals of statistics},
volume={37},
pages={4254},
year={2009},
}

Clifford Lam, and Jianqing Fan. Sparsistency and rates of convergence in large covariance matrix estimation. 2009. Vol. 37. In Annals of statistics. pp.4254. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221113336780830822.