thresholding method, comparing it with other estimators in simulations and an empirical application on the design of minimum …

multiple testing (MT) estimator to a number of thresholding and shrinkage estimators in the literature in a detailed Monte … theoretical constant arising in the rate of convergence of existing thresholding estimators. We compare the performance of our … the inverse covariance matrix is of interest then we recommend a shrinkage version of the MT estimator that ensures …

of estimating the theoretical constant arising in the rate of convergence of existing thresholding estimators, and hence …