Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic theory for maximum deviations of sample covariance matrix estimates |
scientific article; zbMATH DE number 6289387
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic theory for maximum deviations of sample covariance matrix estimates |
scientific article; zbMATH DE number 6289387 |
Statements
Asymptotic theory for maximum deviations of sample covariance matrix estimates (English)
0 references
28 April 2014
0 references
high dimensional analysis
0 references
tapering
0 references
test for bandedness
0 references
test for covariance structure
0 references
test for stationarity
0 references
0 references
0 references
0 references
0 references
0.7647085189819336
0 references
0.7574584484100342
0 references
0.7559476494789124
0 references
0.7541437745094299
0 references
0.7541202306747437
0 references
