Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices (Q4558606): Difference between revisions
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Latest revision as of 18:43, 19 March 2024
scientific article; zbMATH DE number 6983074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices |
scientific article; zbMATH DE number 6983074 |
Statements
Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices (English)
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22 November 2018
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degenerate U-statistics
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hypothesis testing
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large covariance matrix
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martingale limit theory
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Stein's unbiased risk estimation
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