Sharp minimax tests for large covariance matrices and adaptation
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Publication:309553
DOI10.1214/16-EJS1143zbMath1346.62086arXiv1409.1429MaRDI QIDQ309553
Rania Zgheib, Cristina Butucea
Publication date: 7 September 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.1429
covariance matrixgoodness-of-fit testshigh-dimensional dataU-statisticadaptive testminimax separation ratesharp asymptotic rate
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)
Related Items (3)
Sharp minimax tests for large Toeplitz covariance matrices with repeated observations ⋮ Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices ⋮ Adaptive test for large covariance matrices with missing observations
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