Asymptotic theory for maximum deviations of sample covariance matrix estimates
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Publication:2447660
DOI10.1016/j.spa.2013.03.012zbMath1284.62122OpenAlexW2028395910MaRDI QIDQ2447660
Publication date: 28 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2013.03.012
taperingtest for stationarityhigh dimensional analysistest for bandednesstest for covariance structure
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
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