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

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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+Optimal detection of sparse principal components in high dimension
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+Regularized estimation of large covariance matrices
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+Covariance regularization by thresholding
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+Sharp detection of smooth signals in a high-dimensional sparse matrix with indirect observations
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+Adaptive goodness-of-fit testing from indirect observations
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+Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
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+Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
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+Optimal hypothesis testing for high dimensional covariance matrices
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+Adaptive covariance matrix estimation through block thresholding
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+Optimal rates of convergence for covariance matrix estimation
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+Q3145535
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+Tests for High-Dimensional Covariance Matrices
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+A minimax test for hypotheses on a spectral density
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+Asymptotic equivalence of spectral density estimation and Gaussian white noise
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+Central limit theorem for integrated square error of multivariate nonparametric density estimators
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+Asymptotically minimax hypothesis testing for nonparametric alternatives. I
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+Nonparametric goodness-of-fit testing under Gaussian models
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+The asymptotic distributions of the largest entries of sample correlation matrices.
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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+On some test criteria for covariance matrix
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+Asymptotic theory for maximum deviations of sample covariance matrix estimates
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