Discussion of “estimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation”

Research output: Contribution to journalArticle

Abstract

Professors Cai, Ren and Zhou ought to be congratulated for writing such a wonderful expository paper on optimal estimation of highdimensional covariance and precision matrices. Nearly all optimality results on large matrix estimation were established by the authors (and their coauthors). Thus, they are the most appropriate team to write this much needed review article. My discussion contains three sections.

Original languageEnglish (US)
Pages (from-to)60-66
Number of pages7
JournalElectronic Journal of Statistics
Volume10
Issue number1
DOIs
StatePublished - Jan 1 2016

Fingerprint Dive into the research topics of 'Discussion of “estimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation”'. Together they form a unique fingerprint.

  • Cite this