Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
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Publication:693724
DOI10.1214/12-AOS1002zbMath1257.62064arXiv1208.3321MaRDI QIDQ693724
Publication date: 10 December 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1208.3321
62G10: Nonparametric hypothesis testing
62H12: Estimation in multivariate analysis
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62H15: Hypothesis testing in multivariate analysis
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