Sparsistency and rates of convergence in large covariance matrix estimation

Title
Sparsistency and rates of convergence in large covariance matrix estimation
Authors
Keywords
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Journal
ANNALS OF STATISTICS
Volume 37, Issue 6B, Pages 4254-4278
Publisher
Institute of Mathematical Statistics
Online
2009-10-23
DOI
10.1214/09-aos720

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