A simultaneous test of mean vector and covariance matrix in high-dimensional settings

DOI10.1016/j.jspi.2020.09.003zbMath1460.62086OpenAlexW3095146290MaRDI QIDQ830690

N. E. Zubov

Publication date: 7 May 2021

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2020.09.003

zbMATH Keywords

asymptotic distributionshigh-dimensional datamartingale central limit theoremsimultaneous test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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