On sparsity scales and covariance matrix transformations (2019)

First Author: Battey H
Attributed to:  Principled inference for functionals of large structured covariance matrices. funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1093/biomet/asz014

Publication URI: http://dx.doi.org/10.1093/biomet/asz014

Type: Journal Article/Review

Parent Publication: Biometrika

Issue: 3

ISSN: 0006-3444