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Abstract Details
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Activity Number:
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213
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Type:
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Invited
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Date/Time:
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Monday, August 1, 2011 : 2:00 PM to 3:50 PM
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Sponsor:
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IMS
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| Abstract - #300100 |
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Title:
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Estimation of Functionals of Large Covariance Matrices
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Author(s):
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Harrison Zhou*+
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Companies:
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Yale University
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Address:
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, , ,
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Keywords:
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Covariance matrix ;
Functionals Estimation ;
Minimax
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Abstract:
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In this talk, we will discuss optimal estimation of various functionals of covariance matrix, and the connection to covariance matrix estimation under various norms.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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