Hypothesis testing on linear structures of high-dimensional covariance matrix
From MaRDI portal
Publication:2284375
DOI10.1214/18-AOS1779zbMath1435.62202WikidataQ91992368 ScholiaQ91992368MaRDI QIDQ2284375
Zhao Chen, Shurong Zheng, Run-Ze Li, Heng-Jian Cui
Publication date: 15 January 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1572487394
random matrix theorytest of sphericitycovariance matrix structuretest of banded structuretest of compound symmetric structure
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