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SURE Information Criteria for Large Covariance Matrix Estimation and
  Their Asymptotic Properties

SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties

25 June 2014
Danning Li
H. Zou
ArXivPDFHTML

Papers citing "SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties"

1 / 1 papers shown
Title
Test for bandedness of high-dimensional covariance matrices and
  bandwidth estimation
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
Yumou Qiu
Songxi Chen
62
65
0
16 Aug 2012
1