Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp minimax tests for large Toeplitz covariance matrices with repeated observations |
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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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