Simultaneous testing of mean vector and covariance matrix for high-dimensional data (Q2407080)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6782868
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Simultaneous testing of mean vector and covariance matrix for high-dimensional data |
scientific article; zbMATH DE number 6782868 |
Statements
Simultaneous testing of mean vector and covariance matrix for high-dimensional data (English)
0 references
28 September 2017
0 references
high-dimensional covariance matrix
0 references
high-dimensional mean vector
0 references
martingale difference sequence
0 references
simultaneous test
0 references
theoretical power function
0 references
0 references
0 references
0 references
0.9080167412757874
0 references
0.8855639100074768
0 references
0.8702355623245239
0 references
0.8391655087471008
0 references
