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Dive into the research topics of 'Hypothesis testing on linear structures of high-dimensional covariance matrix'. Together they form a unique fingerprint.
Mathematics
Hypothesis Testing
Covariance matrix
High-dimensional
Quadratic Loss
Entropy Loss
Type I Error Rate
Null Distribution
Limiting Distribution
Covariance Matrix Estimation
Simulation
Random Matrix Theory
Consistent Estimator
Numerical Comparisons
Null hypothesis
Critical value
Asymptotic Properties
Simulation Study
Testing
Imply
Alternatives
Performance
Business & Economics
Covariance Matrix
Hypothesis Testing
Type I Error
Limiting Distribution
Entropy
Covariance Matrix Estimation
Random Matrix Theory
Simulation
Asymptotic Properties
Critical Value
Finite Sample
Simulation Study
Testing
Estimator
Alternatives