Hypothesis test and estimator of high dimensional covariance matrix

Hypothesis test and estimator of high dimensional covariance matrix

This thesis is concerned about statistical inference for the population covariance matrix in the high-dimensional setting. Specically, we consider the two most popular topics nowadays: testing the equality of two population covariance matrices and estimating a single covariance matrix. Due to the in...

Saved in:

書目詳細資料
主要作者:	Yang, Qing
其他作者:	Pan Guangming
格式:	Theses and Dissertations
語言:	English
出版:	2015
主題:	DRNTU::Science::Mathematics::Statistics
在線閱讀:	http://hdl.handle.net/10356/65204
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

相似書籍

Weighted covariance matrix estimation
由: Yang, Guangren, et al.
出版: (2020)

On estimation of the population spectral distribution from a high-dimensional sample covariance matrix
由: Bai, Z., et al.
出版: (2014)

Lecture notes on hypothesis testing and estimation
由: Bautista, Paolo Lorenzo Y.
出版: (2022)

Independence test for high dimensional data based on regularized canonical correlation coefficients
由: Yang, Yanrong, et al.
出版: (2015)

Bayesian estimation and optimization for high-dimensional portfolio selection
由: Marisu, Godeliva Petrina
出版: (2020)

Regression analysis of survival data with covariates subject to censoring
由: Yu, Tonghui
出版: (2018)

High dimensional independence test based on random matrix theory
由: Yang, Yanrong
出版: (2013)

Universality for the largest eigenvalue of sample covariance matrices with general population
由: Bao, Zhigang, et al.
出版: (2015)

Central limit theorem for the spiked eigenvalues of separable sample covariance matrices
由: Zhang, Bo
出版: (2017)

Generalized additive partial linear models with high-dimensional covariates
由: Lian, Heng, et al.
出版: (2014)

Generalized additive partial linear models for clustered data with diverging number of covariates using gee
由: Wang, Lan, et al.
出版: (2014)

Variable selection in high-dimensional partly linear additive models
由: Lian, Heng
出版: (2013)

ON HIGH-DIMENSIONAL COVARIANCE MATRICES ESTIMATION
由: WEN JUN
出版: (2017)

Covariance Matrix Estimation with High Frequency Financial Data
由: LIU CHENG
出版: (2013)

Estimation of Covariance Matrix on Bi-Response Longitudinal Data Analysis with Penalized Spline Regression
由: A Islamiyati, .-, et al.
出版: (2017)

A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions
由: Pun, Chi Seng, et al.
出版: (2022)

Investigation of Riemann hypothesis via Rényi dimension and Hurst exponent
由: Peh, Wei Yan
出版: (2018)

SCAD-penalised generalised additive models with non-polynomial dimensionality
由: Li, Gaorong, et al.
出版: (2013)

Estimation of a covariance matrix with zeros
由: Chaudhuri, S., et al.
出版: (2014)

Estimation by polynomial splines with variable selection in additive Cox models
由: Zhang, Shangli, et al.
出版: (2013)

Estimation of the population spectral distribution from a large dimensional sample covariance matrix
由: Li, W., et al.
出版: (2014)

Time-varying coefficient estimation in differential equation models with noisy time-varying covariates
由: Hong, Zhaoping, et al.
出版: (2013)

Semiparametric estimation of additive quantile regression models by two-fold penalty
由: Lian, Heng
出版: (2013)

Semiparametric estimation for inverse density weighted expectations when responses are missing at random
由: Lu, Xuewen, et al.
出版: (2013)

Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data
由: LIU, Cheng, et al.
出版: (2016)

Semiparametric sieve maximum likelihood estimation for interval censored data with/without cure fraction
由: Szabo, Zsolt
出版: (2018)

Topics in spectral analysis of large sample covariance matrices
由: Lin, Zeqin
出版: (2024)

Shrinkage estimation of nonlinear models and covariance matrix
由: JIANG QIAN
出版: (2012)

Wild bootstrap approach for testing slope homogeneity in panel data models
由: Chong, Shun Jie
出版: (2019)

Sample size estimation with missing values on clinical trials
由: Zhang, Mengyang
出版: (2019)

Testing for the presence of a cure fraction in clustered interval-censored survival data
由: Xiang, Liming, et al.
出版: (2013)

Corrections to LRT on large-dimensional covariance matrix by RMT
由: Bai, Z., et al.
出版: (2014)

Introduction to nonparametric estimation
由: Tsybakov, A. B.
出版: (2017)

Statistical inference, econometric analysis and matrix algebra : festschrift in honour of Gotz Trenkler
出版: (2017)

Order estimation of high dimensional time series
由: Zeng, Shijia
出版: (2022)

Recent Advances in Matrix and Operator Theory
出版: (2017)

A generalization of chao's estimator for covariate information
由: Dankmar Böhning, et al.
出版: (2018)

LINEAR HYPOTHESIS TESTING FOR HIGH-DIMENSIONAL DATA UNDER HETEROSCEDASTICITY
由: ZHOU BU
出版: (2016)

Joint estimation of covariance matrix via Cholesky Decomposition
由: JIANG XIAOJUN
出版: (2012)

SOME TESTS FOR HIGH DIMENSIONAL COVARIANCE MATRICES WITH APPLICATIONS TO FINANCIAL DATA
由: WANG JINGYI
出版: (2024)