Abstract
Professors Cai, Ren and Zhou ought to be congratulated for writing such a wonderful expository paper on optimal estimation of high-dimensional covariance and precision matrices. Nearly all optimality results on large matrix estimation were established by the authors (and their co-authors). Thus, they are the most appropriate team to write this much needed review article. My discussion contains three sections.
Citation
Hui Zou. "Discussion of “Estimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation”." Electron. J. Statist. 10 (1) 60 - 66, 2016. https://doi.org/10.1214/15-EJS1018
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