R. Zgheib

most citedSharp minimax tests for large Toeplitz covariance matrices with repeated observations

1 citations · 1 across the 1 of their papers we have counts for

collaborators

2 papers

math.ST2016

Adaptive test for large covariance matrices with missing observations

Cristina Butucea, Rania Zgheib

We observe $n$ independent $p -$ dimensional Gaussian vectors with missing coordinates, that is each value (which is assumed standardized) is observed with probability $a > 0$ . We inve…

math.ST2015★ 1 cited

Sharp minimax tests for large Toeplitz covariance matrices with repeated observations

Cristina Butucea, Rania Zgheib

We observe a sample of $n$ independent $p$ -dimensional Gaussian vectors with Toeplitz covariance matrix $Σ = [σ_{∣ i - j ∣}]_{1 \leq i, j \leq p}$ and $σ_{0} = 1$ . We consider the problem o…