Sparsistency and rates of convergence in large covariance matrices estimation, 2007

Clifford Lam Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43432

arXiv preprint arXiv:0711.3933, 2009
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@inproceedings{clifford2009sparsistency,
  title={Sparsistency and rates of convergence in large covariance matrices estimation, 2007},
  author={Clifford Lam, and Jianqing Fan},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221114407175493992},
  booktitle={arXiv preprint arXiv:0711.3933},
  year={2009},
}
Clifford Lam, and Jianqing Fan. Sparsistency and rates of convergence in large covariance matrices estimation, 2007. 2009. In arXiv preprint arXiv:0711.3933. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221114407175493992.
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