Spatial-sign-based high-dimensional white noises test
In this study, we explore the problem of hypothesis testing for white noise in high-dimensional settings, where the dimension of the random vector may exceed the sample sizes. We introduce a test procedure based on spatial-sign for high-dimensional white noise testing. This new spatial-sign-based te...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2024-10-01
|
| Series: | Statistical Theory and Related Fields |
| Subjects: | |
| Online Access: | https://www.tandfonline.com/doi/10.1080/24754269.2024.2363715 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|