Contiguity under high-dimensional Gaussianity with applications to covariance testing

DOI10.1214/22-aap1917arXiv2101.11086OpenAlexW4389342341MaRDI QIDQ6138900

Yandi Shen, Tiefeng Jiang, Qiyang Han

Publication date: 16 January 2024

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.11086

zbMATH Keywords

contiguityPoincaré inequalitiespower analysiscovariance test

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Functional limit theorems; invariance principles (60F17)

Cites Work

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