Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices (Q4558606)
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scientific article; zbMATH DE number 6983074
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| English | Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices |
scientific article; zbMATH DE number 6983074 |
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Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices (English)
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22 November 2018
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degenerate U-statistics
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hypothesis testing
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large covariance matrix
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martingale limit theory
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Stein's unbiased risk estimation
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0.89230543
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0.8901094
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0.8900779
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0.8886824
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0.8878213
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0.8842177
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0.8842177
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0.88410515
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0.88397163
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