Liu, Yu; Ren, Zhao Minimax estimation of large precision matrices with bandable Cholesky factor. (English) Zbl 1458.62114 Ann. Stat. 48, No. 4, 2428-2454 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H12 62C20 62F12 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{Z. Ren}, Ann. Stat. 48, No. 4, 2428--2454 (2020; Zbl 1458.62114) Full Text: DOI arXiv Euclid
Cai, T. Tony; Ren, Zhao; Zhou, Harrison H. Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation. (English) Zbl 1331.62272 Electron. J. Stat. 10, No. 1, 1-59 (2016). MSC: 62H12 62F12 62G09 62H25 PDFBibTeX XMLCite \textit{T. T. Cai} et al., Electron. J. Stat. 10, No. 1, 1--59 (2016; Zbl 1331.62272) Full Text: DOI Euclid
Ren, Zhao; Sun, Tingni; Zhang, Cun-Hui; Zhou, Harrison H. Asymptotic normality and optimalities in estimation of large Gaussian graphical models. (English) Zbl 1328.62342 Ann. Stat. 43, No. 3, 991-1026 (2015). MSC: 62H12 62F12 62G09 PDFBibTeX XMLCite \textit{Z. Ren} et al., Ann. Stat. 43, No. 3, 991--1026 (2015; Zbl 1328.62342) Full Text: DOI arXiv Euclid