Bandwidth Selection for Large Covariance and Precision Matrices
Author(s) -
Xuehu Zhu,
Jian Guo,
Xu Guo,
Li Zhu,
Jiasen Zheng
Publication year - 2023
Publication title -
statistica sinica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.24
H-Index - 77
eISSN - 1996-8507
pISSN - 1017-0405
DOI - 10.5705/ss.202022.0337
Subject(s) - bandwidth (computing) , covariance , selection (genetic algorithm) , computer science , covariance matrix , mathematics , statistics , algorithm , telecommunications , artificial intelligence
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