Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor (Q2252883)
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scientific article; zbMATH DE number 6320292
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| English | Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor |
scientific article; zbMATH DE number 6320292 |
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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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0.8825235
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0.8747697
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0.8584999
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0.85758287
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0.85213816
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0.8497411
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0.84621394
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0.8413998
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0.8400478
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