High-dimensional covariance matrices in elliptical distributions with application to spherical test
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Publication:1731770
DOI10.1214/18-AOS1699zbMath1415.62036arXiv1803.07793WikidataQ128847438 ScholiaQ128847438MaRDI QIDQ1731770
Jiang Hu, Zhi Liu, Wang Zhou, Wei-Ming Li
Publication date: 14 March 2019
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.07793
Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)
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