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HYPOTHESIS TESTING ON LINEAR STRUCTURES OF HIGH DIMENSIONAL COVARIANCE MATRIX

This paper is concerned with test of significance on high dimensional covariance structures, and aims to develop a unified framework for testing commonly-used linear covariance structures. We first construct a consistent estimator for parameters involved in the linear covariance structure, and then...

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Bibliografske podrobnosti
izdano v:Ann Stat
Main Authors: Zheng, Shurong, Chen, Zhao, Cui, Hengjian, Li, Runze
Format: Artigo
Jezik:Inglês
Izdano: 2019
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC6910252/
https://ncbi.nlm.nih.gov/pubmed/31839687
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/18-AOS1779
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