Spatial-sign-based high-dimensional white noises test
In this study, we explore the problem of hypothesis testing for white noise in high-dimensional settings, where the dimension of the random vector may exceed the sample sizes. We introduce a test procedure based on spatial-sign for high-dimensional white noise testing. This new spatial-sign-based te...
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| Hauptverfasser: | , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Taylor & Francis Group
2024-10-01
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| Schriftenreihe: | Statistical Theory and Related Fields |
| Schlagworte: | |
| Online-Zugang: | https://www.tandfonline.com/doi/10.1080/24754269.2024.2363715 |
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