Hypothesis testing for band size detection of high-dimensional banded precision matrices (Q2874958)

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Hypothesis testing for band size detection of high-dimensional banded precision matrices
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    Hypothesis testing for band size detection of high-dimensional banded precision matrices (English)
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    13 August 2014
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    band size
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    banded matrix
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    Cholesky decomposition
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    covariance matrix
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    high-dimensional hypothesis test
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    multiple comparison
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    precision matrix
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