Carregant...

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...

Descripció completa

Guardat en:
Dades bibliogràfiques
Publicat a:Ann Stat
Autors principals: Fan, Jianqing, Rigollet, Philippe, Wang, Weichen
Format: Artigo
Idioma:Inglês
Publicat: 2015
Matèries:
Accés en línia: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
Etiquetes: Afegir etiqueta
Sense etiquetes, Sigues el primer a etiquetar aquest registre!