2 papers
stat.ME2018
High-dimensional Two-sample Precision Matrices Test: An Adaptive Approach through Multiplier Bootstrap
Mingjuan Zhang, Yong He, Cheng Zhou +1
Precision matrix, which is the inverse of covariance matrix, plays an important role in statistics, as it captures the partial correlation between variables. Testing the equality o…
math.ST2018
A Unified Framework for Testing High Dimensional Parameters: A Data-Adaptive Approach
Cheng Zhou, Xinsheng Zhang, Wenxin Zhou +1
High dimensional hypothesis test deals with models in which the number of parameters is significantly larger than the sample size. Existing literature develops a variety of individ…