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Hypothesis testing for band size detection of high-dimensional banded precision matrices
Many statistical analysis procedures require a good estimator for a high-dimensional covariance matrix or its inverse, the precision matrix. When the precision matrix is banded, the Cholesky-based method often yields a good estimator of the precision matrix. One important aspect of this method is de...
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| Publicado no: | Biometrika |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2014
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4629499/ https://ncbi.nlm.nih.gov/pubmed/26538662 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asu006 |
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