Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings

DOI10.1080/01621459.2012.758041OpenAlexW1992362262MaRDI QIDQ4916945

Publication date: 26 April 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2012.758041

zbMATH Keywords

hypothesis testing sparsity gene selection extreme value type I distribution

Mathematics Subject Classification ID

Statistics (62-XX)

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