Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On the theoretic and practical merits of the banding estimator for large
  covariance matrices   This paper considers the banding estimator proposed in Bickel and Levina
(2008) for estimation of large covariance matrices. We prove that the banding
estimator achieves rate-optimality under the operator norm, for a class of
approximately banded covariance matrices, improving the existing results in
Bickel and Levina (2008). In addition, we propose a Stein's unbiased risk
estimate (Sure)-type approach for selecting the bandwidth for the banding
estimator. Simulations indicate that the Sure-tuned banding estimator
outperforms competing estimators.

20
The categories of this paper are: acc-phys
27
The categories of this paper are: comp-gas
25
The categories of this paper are: patt-sol
23
The categories of this paper are: solv-int
37
The categories of this paper are: supr-con
0
The categories of this paper are: hep-ph
26
The categories of this paper are: bayes-an
19
The categories of this paper are: eess
15
The categories of this paper are: nucl-ex
9
The categories of this paper are: nlin
5
The categories of this paper are: gr-qc
17
The categories of this paper are: q-fin
18
The categories of this paper are: econ
24
The categories of this paper are: dg-ga
4
The categories of this paper are: cond-mat
10
The categories of this paper are: q-bio