{"title":"Bandwidth Selection for Large Covariance and Precision Matrices","authors":"Xuehu Zhu, Jian Guo, Xu Guo, Lixing Zhu, Jiasen Zheng","doi":"10.5705/ss.202022.0337","DOIUrl":null,"url":null,"abstract":"BANDWIDTH SELECTION FOR LARGE COVARIANCE AND PRECISION MATRICES Xuehu Zhu, Jian Guo, Xu Guo, Lixing Zhu∗3,4 and Jiasen Zheng 1 School of Mathematics and Statistics, Xi’an Jiaotong University, Xi’an, China Academy of Mathematics and Systems Science, Chinese Academy of Sciences 3 Center for Statistics and Data Science, Beijing Normal University, Zhuhai, China Department of Mathematics, Hong Kong Baptist University, Hong Kong Center for Statistical Science, Tsinghua University, Beijing, China","PeriodicalId":49478,"journal":{"name":"Statistica Sinica","volume":"1 1","pages":""},"PeriodicalIF":1.5000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistica Sinica","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.5705/ss.202022.0337","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 1
Abstract
BANDWIDTH SELECTION FOR LARGE COVARIANCE AND PRECISION MATRICES Xuehu Zhu, Jian Guo, Xu Guo, Lixing Zhu∗3,4 and Jiasen Zheng 1 School of Mathematics and Statistics, Xi’an Jiaotong University, Xi’an, China Academy of Mathematics and Systems Science, Chinese Academy of Sciences 3 Center for Statistics and Data Science, Beijing Normal University, Zhuhai, China Department of Mathematics, Hong Kong Baptist University, Hong Kong Center for Statistical Science, Tsinghua University, Beijing, China
期刊介绍：
Statistica Sinica aims to meet the needs of statisticians in a rapidly changing world. It provides a forum for the publication of innovative work of high quality in all areas of statistics, including theory, methodology and applications. The journal encourages the development and principled use of statistical methodology that is relevant for society, science and technology.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
