Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724): Difference between revisions

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Latest revision as of 11:33, 30 July 2024

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Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
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    Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (English)
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    10 December 2012
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    banded covariance matrix
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    high data dimensions
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    large \(p\)
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    small \(n\)
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    nonparametric
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