测试高维协方差矩阵随机投影和修正似然比

IF 0.3 4区 数学 Q4 MATHEMATICAL & COMPUTATIONAL BIOLOGY
Nan Sun, C. Tang
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引用次数: 0

摘要

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Testing high-dimensional covariance matrices with random projections and corrected likelihood ratio
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来源期刊
Statistics and Its Interface
Statistics and Its Interface MATHEMATICAL & COMPUTATIONAL BIOLOGY-MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
CiteScore
0.90
自引率
12.50%
发文量
45
审稿时长
6 months
期刊介绍: Exploring the interface between the field of statistics and other disciplines, including but not limited to: biomedical sciences, geosciences, computer sciences, engineering, and social and behavioral sciences. Publishes high-quality articles in broad areas of statistical science, emphasizing substantive problems, sound statistical models and methods, clear and efficient computational algorithms, and insightful discussions of the motivating problems.
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