Honest confidence regions and optimality in high-dimensional precision matrix estimation - Research Collection

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Autor(in)

van de Geer, Sara

Datum

2017-03

Typ

Journal Article

Zitate

25 Zitate in Web of Science

23 Zitate in Scopus

ETH Bibliographie

yes

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Publikationsstatus

published

Externe Links

https://doi.org/10.1007/s11749-016-0503-5

Zeitschrift / Serie

TEST

Band

26(1)

Seiten / Artikelnummer

143 - 162

Verlag

Springer

Thema

Precision matrix; Sparsity; Inference; Asymptotic normality; Confidence regions

Organisationseinheit

03717 - van de Geer, Sara / van de Geer, Sara

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Zitate

25 Zitate in Web of Science

23 Zitate in Scopus

ETH Bibliographie

yes

Altmetrics