Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor (Q2252883)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor |
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Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor (English)
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24 July 2014
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high-dimensional covariance matrices
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hypothesis testing
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partial autocorrelations
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