Sharp optimality for high-dimensional covariance testing under sparse signals (Q6183765)
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scientific article; zbMATH DE number 7783526
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| English | Sharp optimality for high-dimensional covariance testing under sparse signals |
scientific article; zbMATH DE number 7783526 |
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Sharp optimality for high-dimensional covariance testing under sparse signals (English)
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4 January 2024
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covariance matrix
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detection boundary
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high dimensionality
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minimax
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rare and faint signal
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thresholding
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0.8746040463447571
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0.8282341361045837
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0.8272115588188171
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0.8103196620941162
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0.8064954876899719
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