Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory for maximum deviations of sample covariance matrix estimates |
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Asymptotic theory for maximum deviations of sample covariance matrix estimates (English)
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28 April 2014
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high dimensional analysis
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tapering
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test for bandedness
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test for covariance structure
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test for stationarity
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