Sharp minimax tests for large covariance matrices and adaptation (Q309553): Difference between revisions

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+G10
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+H15
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+G20
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@@ Property / zbMATH DE Number @@
+6624506
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@@ Property / zbMATH Keywords @@
+adaptive test
@@ Property / zbMATH Keywords: adaptive test / rank @@
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+covariance matrix
@@ Property / zbMATH Keywords: covariance matrix / rank @@
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+goodness-of-fit tests
@@ Property / zbMATH Keywords: goodness-of-fit tests / rank @@
+Normal rank
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+high-dimensional data
@@ Property / zbMATH Keywords: high-dimensional data / rank @@
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+minimax separation rate
@@ Property / zbMATH Keywords: minimax separation rate / rank @@
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+sharp asymptotic rate
@@ Property / zbMATH Keywords: sharp asymptotic rate / rank @@
+Normal rank
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+U-statistic
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+MaRDI publication profile
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+.1429
@@ Property / arXiv ID: 1409.1429 / rank @@
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@@ Property / cites work @@
+Corrections to LRT on large-dimensional covariance matrix by RMT
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+Optimal detection of sparse principal components in high dimension
+Normal rank
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+Regularized estimation of large covariance matrices
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@@ Property / cites work @@
+Covariance regularization by thresholding
@@ Property / cites work: Covariance regularization by thresholding / rank @@
+Normal rank
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+Sharp detection of smooth signals in a high-dimensional sparse matrix with indirect observations
+Normal rank
@@ Property / cites work @@
+Adaptive goodness-of-fit testing from indirect observations
+Normal rank
@@ Property / cites work @@
+Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
+Normal rank
@@ Property / cites work @@
+Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
+Normal rank
@@ Property / cites work @@
+Optimal hypothesis testing for high dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Adaptive covariance matrix estimation through block thresholding
+Normal rank
@@ Property / cites work @@
+Optimal rates of convergence for covariance matrix estimation
+Normal rank
@@ Property / cites work @@
+Q3145535
@@ Property / cites work: Q3145535 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for High-Dimensional Covariance Matrices
@@ Property / cites work: Tests for High-Dimensional Covariance Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+A minimax test for hypotheses on a spectral density
+Normal rank
@@ Property / cites work @@
+Asymptotic equivalence of spectral density estimation and Gaussian white noise
+Normal rank
@@ Property / cites work @@
+Central limit theorem for integrated square error of multivariate nonparametric density estimators
+Normal rank
@@ Property / cites work @@
+Asymptotically minimax hypothesis testing for nonparametric alternatives. I
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@@ Property / cites work @@
+Nonparametric goodness-of-fit testing under Gaussian models
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+The asymptotic distributions of the largest entries of sample correlation matrices.
+Normal rank
@@ Property / cites work @@
+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
+Normal rank
@@ Property / cites work @@
+On some test criteria for covariance matrix
@@ Property / cites work: On some test criteria for covariance matrix / rank @@
+Normal rank
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+Asymptotic theory for maximum deviations of sample covariance matrix estimates
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+Publication:309553