Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices
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DOI: 10.5705/ss.202017.0060
Abstract: Martingale limit theory is increasingly important in modern probability theory and mathematical statistics. In this article, we give a selected overview of Peter Hall’s contributions to both the theoretical foundations and the wide applicability of… read more here.
Keywords: testing high; theory; martingale limit; limit ... See more keywords