Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix

DOI10.1007/978-1-4614-8615-2_13MaRDI QIDQ5745760zbMATH OpenOpenAlexFDO

Authors Alexander P. Koldanov, Petr A. Koldanov

Publication date 31 January 2014

Published in Springer Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4614-8615-2_13

zbMATH Keywords

generating hypothesisinverse covariance matrixmultiple decision statistical proceduretests of the Neyman structure

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

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Cites work

• A General Concept of Unbiasedness
• A Theory of some Multiple Decision Problems, I
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 3061365 (Why is no real title available?)
• Hub Discovery in Partial Correlation Graphs
• Statistical analysis of financial networks
• Statistical procedures for the market graph construction
• Testing Statistical Hypotheses

Cited in

(2)

• On optimal decision rules for signs of parameters
• On some statistical procedures for stock selection problem

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