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Sharp minimax tests for large Toeplitz covariance matrices with repeated
  observations

Sharp minimax tests for large Toeplitz covariance matrices with repeated observations

4 June 2015
C. Butucea
R. Zgheib
ArXivPDFHTML

Papers citing "Sharp minimax tests for large Toeplitz covariance matrices with repeated observations"

2 / 2 papers shown
Title
Test for bandedness of high-dimensional covariance matrices and
  bandwidth estimation
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
Yumou Qiu
Songxi Chen
54
65
0
16 Aug 2012
Optimal hypothesis testing for high dimensional covariance matrices
Optimal hypothesis testing for high dimensional covariance matrices
Tommaso Cai
Zongming Ma
51
111
0
18 May 2012
1