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ESTIMATION OF FUNCTIONALS OF SPARSE COVARIANCE MATRICES
High-dimensional statistical tests often ignore correlations to gain simplicity and stability leading to null distributions that depend on functionals of correlation matrices such as their Frobenius norm and other ℓ(r) norms. Motivated by the computation of critical values of such tests, we investig...
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| 出版年: | Ann Stat |
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| 主要な著者: | , , |
| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
2015
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| 主題: | |
| オンライン･アクセス: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4719663/ https://ncbi.nlm.nih.gov/pubmed/26806986 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/15-AOS1357 |
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