Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890)

From MaRDI portal
scientific article; zbMATH DE number 7767624
Language Label Description Also known as
English
Adaptive Tests for Bandedness of High-dimensional Covariance Matrices
scientific article; zbMATH DE number 7767624

    Statements

    Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    17 November 2023
    0 references
    0 references
    asymptotic normality
    0 references
    banded covariance matrix
    0 references
    high-dimensional hypothesis testing
    0 references
    sparsity level
    0 references
    U-statistics
    0 references
    0 references