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Fast Covariance Estimation for High-dimensional Functional Data
We propose two fast covariance smoothing methods and associated software that scale up linearly with the number of observations per function. Most available methods and software cannot smooth covariance matrices of dimension J > 500; a recently introduced sandwich smoother is an exception but is...
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| Pubblicato in: | Stat Comput |
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| Autori principali: | , , , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
2014
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| Soggetti: | |
| Accesso online: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4758990/ https://ncbi.nlm.nih.gov/pubmed/26903705 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s11222-014-9485-x |
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