Projected tests for high-dimensional covariance matrices (Q2301103)
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scientific article; zbMATH DE number 7175908
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Projected tests for high-dimensional covariance matrices |
scientific article; zbMATH DE number 7175908 |
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Projected tests for high-dimensional covariance matrices (English)
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28 February 2020
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covariance matrices
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high-dimensional
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extreme value theorem
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random projection
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precision matrices
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large \(p\) small \(n\)
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0.8952481150627136
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0.8713570237159729
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0.8681578040122986
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0.8494217991828918
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0.8490103483200073
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