Test for bandedness of high-dimensional precision matrices

DOI10.1080/10485252.2017.1375112MaRDI QIDQ4600200zbMATH OpenOpenAlexFDO

Authors Guanghui Cheng, Zhengjun Zhang, Baoxue Zhang

Publication date 5 January 2018

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2017.1375112

zbMATH Keywords

\(U\)-statisticslarge \(p\) small \(n\)precision matrix

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to economics (62P20)

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Cited in

(3)

• Bayesian bandwidth test and selection for high-dimensional banded precision matrices
• Hypothesis testing for band size detection of high-dimensional banded precision matrices
• Test for bandedness of high-dimensional covariance matrices and bandwidth estimation

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