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...
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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2015
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| Online Access: | http://hdl.handle.net/10356/65204 |
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| Institution: | Nanyang Technological University |
| Language: | English |