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Testing super-diagonal structure in high dimensional covariance matrices - MaRDI portal

Testing super-diagonal structure in high dimensional covariance matrices (Q308372)

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scientific article; zbMATH DE number 6623657
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Testing super-diagonal structure in high dimensional covariance matrices
scientific article; zbMATH DE number 6623657

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    Testing super-diagonal structure in high dimensional covariance matrices (English)
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    6 September 2016
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    bandable covariance
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    high dimensionality
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    sparse covariance matrix
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    multiple testing
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