Hypothesis testing for band size detection of high-dimensional banded precision matrices (Q2874958)
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scientific article; zbMATH DE number 6329745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hypothesis testing for band size detection of high-dimensional banded precision matrices |
scientific article; zbMATH DE number 6329745 |
Statements
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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0.9403398
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0.91309816
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0.9088073
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0.8790723
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0.8509625
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0.84969574
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0.84723675
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0.84656054
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0.8410157
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