Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748)
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scientific article; zbMATH DE number 6569583
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| English | Sharp minimax tests for large Toeplitz covariance matrices with repeated observations |
scientific article; zbMATH DE number 6569583 |
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Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (English)
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15 April 2016
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Toeplitz matrix
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covariance matrix
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high-dimensional data
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U-statistic
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minimax hypothesis testing
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optimal separation rates
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sharp asymptotic rates
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0.8574718832969666
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0.8235548734664917
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0.8028692007064819
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0.7935515642166138
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0.7821184992790222
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