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 matrix; goodness-of-fit tests; high-dimensional data; U-statistic; adaptive test; minimax separation rate; sharp asymptotic rate
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
62H15: Hypothesis testing in multivariate analysis
Related Items
Adaptive test for large covariance matrices with missing observations, Sharp minimax tests for large Toeplitz covariance matrices with repeated observations, Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices
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