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Tests for high-dimensional covariance matrices
Chen, Song Xi
;
Zhang, Li-xin
;
Zhong, Ping-shou
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 810-819
Persistent link: https://www.econbiz.de/10008736837
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Generalized thresholding of large covariance matrices
Rothman, Adam J.
;
Levina, Elizaveta
;
Zhu, Ji
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 177-186
Persistent link: https://www.econbiz.de/10003878178
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