Sparse covariance matrix estimation in high-dimensional deconvolution

D. Belomestny, M. Trabs, A.B. Tsybakov

Year of publication:	[2017]
Authors:	Belomestny, Denis ; Trabs, Mathias ; Cybakov, Aleksandr B.
Publisher:	[Palaiseau] : Centre de recherche en economie et statistique
Subject:	Thresholding \| minimax convergence rates \| Fourier methods \| severely ill-posed inverse problem \| Schätztheorie \| Estimation theory \| Korrelation \| Correlation \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Regressionsanalyse \| Regression analysis \| Ökonometrie \| Econometrics

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