Sharp minimax tests for large covariance matrices and adaptation (Q309553)

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scientific article; zbMATH DE number 6624506
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English
Sharp minimax tests for large covariance matrices and adaptation
scientific article; zbMATH DE number 6624506

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    Sharp minimax tests for large covariance matrices and adaptation (English)
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    7 September 2016
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    adaptive test
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    covariance matrix
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    goodness-of-fit tests
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    high-dimensional data
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    minimax separation rate
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    sharp asymptotic rate
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    U-statistic
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