Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices (Q2140845)
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scientific article; zbMATH DE number 7530660
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| English | Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices |
scientific article; zbMATH DE number 7530660 |
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Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices (English)
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23 May 2022
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covariance matrix
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high-dimensional vectors
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hypothesis testing
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sparsity
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support recovery
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time series
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0.8235548734664917
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0.7979360222816467
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0.755484938621521
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0.7478957772254944
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0.7339364290237427
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