Optimal hypothesis testing for high dimensional covariance matrices

Bernoulli

Volumn 19, Issue 5 B, 2013, Pages 2359-2388

  Tony Cai, T ^a   Ma, Zongming ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Correlation matrix; Covariance matrix; High dimensional data; Likelihood ratio test; Minimax hypothesis testing; Power; Testing covariance structure

Indexed keywords

EID: 84891912530     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/12-BEJ455     Document Type: Article

References (18)

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