Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices (Q2140845): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Created claim: Wikidata QID (P12): Q114157891, #quickstatements; #temporary_batch_1707232231678 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q114157891 / rank | |||
Normal rank | |||
Revision as of 17:57, 6 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices |
scientific article |
Statements
Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices (English)
0 references
23 May 2022
0 references
covariance matrix
0 references
high-dimensional vectors
0 references
hypothesis testing
0 references
sparsity
0 references
support recovery
0 references
time series
0 references
