Optimal hypothesis testing for high dimensional covariance matrices (Q2435246)
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scientific article; zbMATH DE number 6254565
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| English | Optimal hypothesis testing for high dimensional covariance matrices |
scientific article; zbMATH DE number 6254565 |
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Optimal hypothesis testing for high dimensional covariance matrices (English)
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4 February 2014
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correlation matrix
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high-dimensional data
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likelihood ratio tests
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minimax hypothesis testing
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power
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testing covariance structure
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0.892530620098114
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0.8620585203170776
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0.8577790260314941
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0.8529136776924133
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