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Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation
Qiu, Yumou
;
Chen, Songxi
-
Volkswirtschaftliche Fakultät, …
-
2012
test for Σ being banded with possible diverging bandwidth. The test is adaptive to the “
large
p
, small n ” situations …
Persistent link: https://www.econbiz.de/10011259723
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