Test for bandedness of high-dimensional precision matrices

DOI10.1080/10485252.2017.1375112zbMath1384.62179OpenAlexW2755446091MaRDI QIDQ4600200

Guang-Hui Cheng, Bao-Xue Zhang, Zhengjun Zhang

Publication date: 5 January 2018

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2017.1375112

zbMATH Keywords

\(U\)-statisticsprecision matrixlarge \(p\) small \(n\)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

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