Hypothesis testing for band size detection of high-dimensional banded precision matrices

DOI10.1093/biomet/asu006zbMath1452.62381WikidataQ36238852 ScholiaQ36238852MaRDI QIDQ2874958

Yu Feng Liu, Baiguo An, Jian-hua Guo

Publication date: 13 August 2014

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4629499

zbMATH Keywords

covariance matrix; Cholesky decomposition; precision matrix; multiple comparison; banded matrix; high-dimensional hypothesis test; band size

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

62J15: Paired and multiple comparisons; multiple testing