Test for bandedness of high-dimensional precision matrices
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DOI: 10.1080/10485252.2017.1375112
Abstract: ABSTRACT Statistical inferences in high-dimensional precision matrices are equally important as statistical inferences in high-dimensional covariance matrices. In the literature, much attention has been paid to the latter, and significant advances have been achieved, especially… read more here.
Keywords: test bandedness; high dimensional; dimensional precision; precision matrices ... See more keywords