Nonasymptotic one- and two-sample tests in high dimension with unknown covariance structure
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Publication:6119046
DOI10.1007/978-3-031-30114-8_3arXiv2109.01730MaRDI QIDQ6119046
Jean-Baptiste Fermanian, Gilles Blanchard
Publication date: 22 March 2024
Published in: Foundations of Modern Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.01730
signal detectiontwo-sample testrelevant hypotheseseffective dimensionalityminmax testing separation distance
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