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Sharp minimax tests for large Toeplitz covariance matrices with repeated observations

  • Published:2016-04 Issue: Volume:146 Page:164-176
  • ISSN:0047-259X
  • Container-title:Journal of Multivariate Analysis
  • language:en
  • Short-container-title:Journal of Multivariate Analysis

Author:

Butucea Cristina,Zgheib Rania

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference32 articles.

1. Variable selection in infinite-dimensional problems;Aneiros;Statist. Probab. Lett.,2014

2. Corrections to lrt on large-dimensional covariance matrix by RMT;Bai;Ann. Statist.,2009

3. Contributions in Infinite-Dimensional Statistics and Related Topics;Bongiorno,2014

4. Quadratic functional estimation in inverse problems;Butucea;Stat. Methodol.,2011

5. C. Butucea, R. Zgheib, Sharp minimax tests for large covariance matrices, ArXiv e-prints, 2014.

Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices;Journal of Multivariate Analysis;2021-11

2. Median-of-means approach for repeated measures data;Communications in Statistics - Theory and Methods;2020-01-17

3. Adaptive test for large covariance matrices in presence of missing observations;Latin American Journal of Probability and Mathematical Statistics;2017

4. An introduction to recent advances in high/infinite dimensional statistics;Journal of Multivariate Analysis;2016-04

5. Sharp minimax tests for large covariance matrices and adaptation;Electronic Journal of Statistics;2016-01-01
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