Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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