Rank-based tapering estimation of bandable correlation matrices (Q5413246)
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scientific article; zbMATH DE number 6290087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank-based tapering estimation of bandable correlation matrices |
scientific article; zbMATH DE number 6290087 |
Statements
Rank-based tapering estimation of bandable correlation matrices (English)
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29 April 2014
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banding
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Gaussian copulas
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non-paranormal models
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variable transformation
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