Hypothesis test and estimator of high dimensional covariance matrix

• المؤلف الرئيسي: Yang, Qing
• مؤلفون آخرون: Pan Guangming
• التنسيق: Theses and Dissertations
• اللغة: English
• منشور في: 2015
• الموضوعات: DRNTU::Science::Mathematics::Statistics
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/65204

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...