Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control (Q1694484)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control |
scientific article |
Statements
Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control (English)
0 references
2 February 2018
0 references
correction
0 references
extreme value distribution
0 references
high-dimensional test
0 references
limiting null distribution
0 references
multiple testing
0 references
sparsity
0 references
