Hypothesis testing for band size detection of high-dimensional banded precision matrices

DOI10.1093/BIOMET/ASU006zbMath1452.62381OpenAlexW2164096438WikidataQ36238852 ScholiaQ36238852MaRDI QIDQ2874958

Baiguo An, Yu Feng Liu, Jian-hua Guo

Publication date: 13 August 2014

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4629499

zbMATH Keywords

covariance matrixCholesky decompositionprecision matrixmultiple comparisonbanded matrixhigh-dimensional hypothesis testband size

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Paired and multiple comparisons; multiple testing (62J15)

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