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10.1016/j.jmva.2014.04.026 http://scihub22266oqcxt.onion/10.1016/j.jmva.2014.04.026 C4136395!4136395 !25147413     free     free     free Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 245.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 245.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 245.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 245.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 245.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Warning: imagejpeg(C:\Inetpub\vhosts\kidney.de\httpdocs\phplern\25147413 .jpg): Failed to open stream: No such file or directory in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 117       J+Multivar+Anal 2014 ; 130 (ä): 21-26 Nephropedia Template TP {{tp|p=25147413 |t=2014. Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor |pdf=|usr=}}{{25147413 }} gab.com Text Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor JO: J Multivar Anal http://www.kidney.de/pget.php?&tw=1&pmid=25147413 #FOAvip In this article, we propose a computationally efficient approach to estimate (large) p-dimensional covariance matrices of ordered (or longitudinal) data based on an independent sample of size n. To do this, we construct the estimator based on a k-band partial autocorrelation matrix with the number of bands chosen using an exact multiple hypothesis testing procedure. This approach is considerably faster than many existing methods and only requires inversion of (k + 1)-dimensional covariance matrices. The resulting estimator is positive definite as long as k < n (where p can be larger than n). We make connections between this approach and banding the Cholesky factor of the modified Cholesky decomposition of the inverse covariance matrix (Wu and Pourahmadi, 2003) and show that the maximum likelihood estimator of the k-band partial autocorrelation matrix is the same as the k-band inverse Cholesky factor. We evaluate our estimator via extensive simulations and illustrate the approach using high-dimensional sonar data. Twit Text FOAVip Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor ????J Multivar Anal http://www.kidney.de/pget.php?&tw=1&pmid=25147413 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=25147413 #FOAvip English Wikipedia <ref>{{Cite pmid|25147413 }}</ref> Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor #MMPMID25147413 Wang Y ; Daniels MJ J Multivar Anal 2014[Sep]; 130 (ä): 21-26 PMID25147413 show ga In this article, we propose a computationally efficient approach to estimate (large) p-dimensional covariance matrices of ordered (or longitudinal) data based on an independent sample of size n. To do this, we construct the estimator based on a k-band partial autocorrelation matrix with the number of bands chosen using an exact multiple hypothesis testing procedure. This approach is considerably faster than many existing methods and only requires inversion of (k + 1)-dimensional covariance matrices. The resulting estimator is positive definite as long as k < n (where p can be larger than n). We make connections between this approach and banding the Cholesky factor of the modified Cholesky decomposition of the inverse covariance matrix (Wu and Pourahmadi, 2003) and show that the maximum likelihood estimator of the k-band partial autocorrelation matrix is the same as the k-band inverse Cholesky factor. We evaluate our estimator via extensive simulations and illustrate the approach using high-dimensional sonar data. äComputationally efficient banding of large covariance matrices for ord(epmc).pdf DeepDyve Pubget Overpricing