搜索结果: 1-1 共查到“统计学其他学科 bandwidth estimation”相关记录1条 . 查询时间(0.11 秒)
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
Banded covariance matrix bandwidth estimation high data dimension largep, small n nonparametric.
2012/9/17
Motivated by the latest effort to employ banded matrices to esti-mate a high-dimensional covariance Σ, we propose a test for Σbeing banded with possible diverging bandwidth. The test is adaptive to th...