Adaptive test for large covariance matrices with missing observations
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Publication:5278118
zbMath1366.62089arXiv1602.04310MaRDI QIDQ5278118
Rania Zgheib, Cristina Butucea
Publication date: 13 July 2017
Full work available at URL: https://arxiv.org/abs/1602.04310
goodness-of-fit testsToeplitz matricescovariance matricesadaptive testminimax separation ratemissing observation
Uses Software
Cites Work
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