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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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| Vydáno v: | Ann Stat |
|---|---|
| Hlavní autoři: | , , , |
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
2019
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| Témata: | |
| On-line přístup: | 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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