Testing of high dimensional mean vectors via approximate factor model (Q897642): Difference between revisions

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+https://doi.org/10.1016/j.jspi.2015.04.004
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+W2072310344
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@@ Property / cites work @@
+Q4882268
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+Adaptive Thresholding for Sparse Covariance Matrix Estimation
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+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
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+A two-sample test for high-dimensional data with applications to gene-set testing
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+High dimensional covariance matrix estimation using a factor model
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+Estimation of the False Discovery Proportion with Unknown Dependence
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+Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
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+High-dimensional covariance matrix estimation in approximate factor models
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+Large Covariance Estimation by Thresholding Principal Orthogonal Complements
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+A Bernstein type inequality and moderate deviations for weakly dependent sequences
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+The econometrics of mean‐variance efficiency tests: a survey
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+A test for the mean vector with fewer observations than the dimension
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