Testing the diagonality of a large covariance matrix in a regression setting
Year of publication: |
2015
|
---|---|
Authors: | Lan, Wei ; Luo, Ronghua ; Tsai, Chih-Ling ; Wang, Hansheng ; Yang, Yunhong |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 1, p. 76-86
|
Subject: | Bias-corrected test | Diagonality test | High-dimensional data | Multivariate analysis | Statistischer Test | Statistical test | Korrelation | Correlation | Schätztheorie | Estimation theory | Multivariate Analyse | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Statistische Methodenlehre | Statistical theory |
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