High-dimensional covariance matrices in elliptical distributions with application to spherical test
Hu, Jiang, Li, Weiming, Liu, Zhi, Zhou, WangVolume:
47
Language:
english
Journal:
The Annals of Statistics
DOI:
10.1214/18-aos1699
Date:
February, 2019
File:
PDF, 404 KB
english, 2019