Sharp minimax tests for large covariance matrices and adaptation (Q309553)
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English | Sharp minimax tests for large covariance matrices and adaptation |
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Sharp minimax tests for large covariance matrices and adaptation (English)
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7 September 2016
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adaptive test
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covariance matrix
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goodness-of-fit tests
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high-dimensional data
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minimax separation rate
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sharp asymptotic rate
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U-statistic
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