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Preliminary Multiple-Test Estimation, With Applications to <i>k</i>-Sample Covariance Estimation - MaRDI portal

Preliminary Multiple-Test Estimation, With Applications to <i>k</i>-Sample Covariance Estimation (Q6110709)

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scientific article; zbMATH DE number 7707807
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Preliminary Multiple-Test Estimation, With Applications to <i>k</i>-Sample Covariance Estimation
scientific article; zbMATH DE number 7707807

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    Preliminary Multiple-Test Estimation, With Applications to <i>k</i>-Sample Covariance Estimation (English)
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    6 July 2023
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    covariance matrix estimation
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    local asymptotic normality
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    multisample problems
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    preliminary test estimation
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    valid post-selection inference
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