R. Zgheib

activity

20142016

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

1 citations · 2 across the 2 of their papers we have counts for

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3 papers · 1 filter

math.ST2016★ 1 cited

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…

math.ST2014

Sharp minimax tests for large covariance matrices and adaptation

Cristina Butucea, Rania Zgheib

We consider the detection problem of correlations in a $p$ -dimensional Gaussian vector, when we observe $n$ independent, identically distributed random vectors, for $n$ and $p$ lar…