Adaptive Tests for Bandedness of High-dimensional Covariance Matrices

DOI10.5705/SS.202020.0514arXiv2204.11155OpenAlexW4224285217WikidataQ114013803 ScholiaQ114013803MaRDI QIDQ6069890

Shurong Zheng, Gongjun Xu, Xiao-yi Wang

Publication date: 17 November 2023

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.11155

zbMATH Keywords

asymptotic normalityU-statisticsbanded covariance matrixhigh-dimensional hypothesis testingsparsity level

Mathematics Subject Classification ID

Statistics (62-XX)

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