ADAPTIVE TESTS FOR BANDEDNESS OF HIGH-DIMENSIONAL COVARIANCE MATRICES

Wang, XY; Xu, GJ; Zheng, SR

Zheng, SR (通讯作者),Northeast Normal Univ, Sch Math & Stat, Changchun 130024, Jilin, Peoples R China.;Zheng, SR (通讯作者),Northeast Normal Univ, KLAS, Changchun 130024, Jilin, Peoples R China.

STATISTICA SINICA, 2023; 33 (): 1673

Abstract

Estimations of high-dimensional banded covariance matrices are widely used in multivariate statistical analysis. To ensure the validity of such estima......

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