Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix

DOI10.1007/978-1-4614-8615-2_13zbMath1417.62151OpenAlexW1010375997MaRDI QIDQ5745760

Petr A. Koldanov, Alexander P. Koldanov

Publication date: 31 January 2014

Published in: Springer Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-8615-2_13

zbMATH Keywords

inverse covariance matrixgenerating hypothesismultiple decision statistical proceduretests of the Neyman structure

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items

On some statistical procedures for stock selection problem

Cites Work

• Statistical analysis of financial networks
• Statistical procedures for the market graph construction
• Hub Discovery in Partial Correlation Graphs
• A Theory of some Multiple Decision Problems, I
• Testing Statistical Hypotheses
• A General Concept of Unbiasedness
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