Adaptive Tests for Bandedness of High-dimensional Covariance Matrices
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Publication:6069890
DOI10.5705/ss.202020.0514arXiv2204.11155OpenAlexW4224285217WikidataQ114013803 ScholiaQ114013803MaRDI QIDQ6069890
Shurong Zheng, Gongjun Xu, Xiao-yi Wang
Publication date: 17 November 2023
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2204.11155
asymptotic normalityU-statisticsbanded covariance matrixhigh-dimensional hypothesis testingsparsity level
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