Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control

DOI10.1007/s11749-017-0533-7MaRDI QIDQ1694484

Yin Xia

Publication date: 2 February 2018

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-017-0533-7

zbMATH Keywords

extreme value distribution; correction; multiple testing; limiting null distribution; sparsity; high-dimensional test

Mathematics Subject Classification ID

62H15: Hypothesis testing in multivariate analysis

Related Items

Simultaneous Covariance Inference for Multimodal Integrative Analysis

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