Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724)
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scientific article; zbMATH DE number 6114712
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| English | Test for bandedness of high-dimensional covariance matrices and bandwidth estimation |
scientific article; zbMATH DE number 6114712 |
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Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (English)
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10 December 2012
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banded covariance matrix
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high data dimensions
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large \(p\)
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small \(n\)
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nonparametric
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0.8587403893470764
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0.8534290194511414
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0.8440176248550415
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0.8388544917106628
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0.8303691744804382
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