Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q308371 |
||
Property / author | |||
Property / author: Song Xi Chen / rank | |||
Revision as of 15:24, 12 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Test for bandedness of high-dimensional covariance matrices and bandwidth estimation |
scientific article |
Statements
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (English)
0 references
10 December 2012
0 references
banded covariance matrix
0 references
high data dimensions
0 references
large \(p\)
0 references
small \(n\)
0 references
nonparametric
0 references