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

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Author

van de Geer, Sara

Date

2017-03

Type

Journal Article

Citations

Cited 25 times in Web of Science

Cited 25 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

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

Journal / series

TEST

Volume

26(1)

Pages / Article No.

143 - 162

Publisher

Springer

Subject

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

Organisational unit

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

More

Show all metadata

Citations

Cited 25 times in Web of Science

Cited 25 times in Scopus

ETH Bibliography

yes

Altmetrics