Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724)
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: Test for bandedness of high-dimensional covariance matrices and bandwidth estimation |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Test for bandedness of high-dimensional covariance matrices and bandwidth estimation |
scientific article |
Statements
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (English)
0 references
10 December 2012
0 references
banded covariance matrix
0 references
high data dimensions
0 references
large \(p\)
0 references
small \(n\)
0 references
nonparametric
0 references
0 references
0.8587403893470764
0 references
0.8534290194511414
0 references
0.8440176248550415
0 references
0.8388544917106628
0 references
0.8303691744804382
0 references
