Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation

T. TONY CAI University of Pennsylvania WEIDONG LIU Shanghai Jiao Tong University HARRISON H. ZHOU Yale University

Statistics Theory and Methods mathscidoc:2105.33003

The Annals of Statics, 2016.6
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@inproceedings{t.2016estimating,
  title={ESTIMATING SPARSE PRECISION MATRIX: OPTIMAL RATES OF CONVERGENCE AND ADAPTIVE ESTIMATION},
  author={T. TONY CAI, WEIDONG LIU, and HARRISON H. ZHOU},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20210524141525396631832},
  booktitle={The Annals of Statics},
  year={2016},
}
T. TONY CAI, WEIDONG LIU, and HARRISON H. ZHOU. ESTIMATING SPARSE PRECISION MATRIX: OPTIMAL RATES OF CONVERGENCE AND ADAPTIVE ESTIMATION. 2016. In The Annals of Statics. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20210524141525396631832.
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