Adaptive Tests for Bandedness of High-dimensional Covariance Matrices
Work
Year: 2022
Type: article
Abstract: Estimation of the high-dimensional banded covariance matrix is widely used in multivariate statistical analysis. To ensure the validity of estimation, we aim to test the hypothesis that the covariance... more
Source: Statistica Sinica
Authors Xiaoyi Wang, Gongjun Xu, Shurong Zheng
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Related to: 10
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Subfield: Analytical Chemistry
Field: Chemistry
Domain: Physical Sciences
Open Access status: green