Discussion: Asymptotic Normality and Optimalities in Estimation of Large Gaussian Graphical Models, Part 2
Discussion of paper on asymptotic properties of an entrywise estimator for precision matrices, continued.
Post tagged: covariance
Discussion: Asymptotic Normality and Optimalities in Estimation of Large Gaussian Graphical Models, Part 1
Discussion of paper on asymptotic properties of an entrywise estimator for precision matrices.
Discussion: Optimal Rates of Convergence for Covariance Matrix Estimation, Part 2
Discussion of paper on minimax estimation of covariance matrices, continued.
Discussion: Optimal Rates of Convergence for Covariance Matrix Estimation, Part 1
Discussion of paper on minimax estimation of covariance matrices.