Dynamic Covariance Models

来源 :泛华统计学会(icsa)2015年学术会议 | 被引量 : 0次 | 上传用户:zhao0830
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An important problem in contemporary statistics is to understand the relations among p variables,usually with p much larger than the sample size n.Recent efforts have been focusing on modeling static covariance matrices where pairwise covariances are considered invariant.
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