Bayesian bandwidth test and selection for high-dimensional banded precision matrices (Q2226705)

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scientific article; zbMATH DE number 7307947
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    Bayesian bandwidth test and selection for high-dimensional banded precision matrices
    scientific article; zbMATH DE number 7307947

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      Bayesian bandwidth test and selection for high-dimensional banded precision matrices (English)
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      9 February 2021
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      precision matrix
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      bandwidth selection
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      Cholesky factor
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      convergence rates of Bayes factor
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