Back to Search
Start Over
Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations.
- Source :
-
Statistics & Probability Letters . Oct2019, Vol. 153, p113-123. 11p. - Publication Year :
- 2019
-
Abstract
- In this paper, we study non-asymptotic convergence rate of the inverse probability weight estimator of covariance matrix when some values of the data are missing completely at random. [ABSTRACT FROM AUTHOR]
- Subjects :
- *COVARIANCE matrices
*RATES
*PROBABILITY theory
Subjects
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 153
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 137682612
- Full Text :
- https://doi.org/10.1016/j.spl.2019.06.002