Bandwidth selection for large covariance and precision matrices (Q6671919)
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scientific article; zbMATH DE number 7975370
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bandwidth selection for large covariance and precision matrices |
scientific article; zbMATH DE number 7975370 |
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Bandwidth selection for large covariance and precision matrices (English)
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27 January 2025
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banding
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Cholesky decomposition
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covariance matrix
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large \(p\) small \(n\)
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precision matrix
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tapering
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