Consistency of large dimensional sample covariance matrix under weak dependence (Q1731211)
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scientific article; zbMATH DE number 7035578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of large dimensional sample covariance matrix under weak dependence |
scientific article; zbMATH DE number 7035578 |
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Consistency of large dimensional sample covariance matrix under weak dependence (English)
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13 March 2019
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high-dimensional data
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covariance matrices
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cross covariances
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regularization
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banding
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tapering
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convergence rate
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operator norm
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