Test for high dimensional covariance matrices
Work
Year: 2020
Type: article
Abstract: The paper introduces a new test for testing structures of covariances for high dimensional vectors and the data dimension can be much larger than the sample size. Under proper normalization, central a... more
Source: The Annals of Statistics
Authors Yuefeng Han, Wei Biao Wu
Cites: 45
Cited by: 6
Related to: 10
FWCI: 0.155
Citation percentile (by year/subfield): 60.8
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Good health and well-being
Open Access status: hybrid