Adaptive test for large covariance matrices with missing observations (Q5278118): Difference between revisions

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+Adaptive test for large covariance matrices with missing observations
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+RegEM
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+Normal rank
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+math.ST
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+stat.TH
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+.04310
@@ Property / arXiv ID: 1602.04310 / rank @@
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+Corrections to LRT on large-dimensional covariance matrix by RMT
+Normal rank
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+Sharp minimax tests for large covariance matrices and adaptation
+Normal rank
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+Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
+Normal rank
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+Optimal hypothesis testing for high dimensional covariance matrices
+Normal rank
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+Tests for High-Dimensional Covariance Matrices
@@ Property / cites work: Tests for High-Dimensional Covariance Matrices / rank @@
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+Q3813069
@@ Property / cites work: Q3813069 / rank @@
+Normal rank
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+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
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+Asymptotically minimax hypothesis testing for nonparametric alternatives. III
+Normal rank
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+Nonparametric goodness-of-fit testing under Gaussian models
+Normal rank
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+Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
+Normal rank
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+Spectral analysis of high-dimensional sample covariance matrices with missing observations
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
+Normal rank
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+High-dimensional covariance matrix estimation with missing observations
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+Introduction to nonparametric estimation
@@ Property / cites work: Introduction to nonparametric estimation / rank @@
+Normal rank