Sharp minimax tests for large covariance matrices and adaptation (Q309553)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp minimax tests for large covariance matrices and adaptation |
scientific article |
Statements
Sharp minimax tests for large covariance matrices and adaptation (English)
0 references
7 September 2016
0 references
adaptive test
0 references
covariance matrix
0 references
goodness-of-fit tests
0 references
high-dimensional data
0 references
minimax separation rate
0 references
sharp asymptotic rate
0 references
U-statistic
0 references
0 references
0 references
0 references
