Testing super-diagonal structure in high dimensional covariance matrices (Q308372): Difference between revisions
From MaRDI portal
Created claim: MaRDI profile type (P1460): Publication (Q5976449), #quickstatements; #temporary_batch_1710461151948 |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2016.05.007 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2409073389 / rank | |||
Normal rank |
Revision as of 19:53, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Testing super-diagonal structure in high dimensional covariance matrices |
scientific article |
Statements
Testing super-diagonal structure in high dimensional covariance matrices (English)
0 references
6 September 2016
0 references
bandable covariance
0 references
high dimensionality
0 references
sparse covariance matrix
0 references
multiple testing
0 references