High-dimensional covariance matrix estimation with application to Hotelling's tests
In recent years, high-dimensional data sets are widely available in many scientific areas, such as gene expression study, finance and others. Estimating the covariance matrix is a significant issue in such high-dimensional data analysis. This thesis focuses on high-dimensional covariance matrix esti...
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| Format: | Others |
| Language: | English |
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HKBU Institutional Repository
2015
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| Online Access: | https://repository.hkbu.edu.hk/etd_oa/191 https://repository.hkbu.edu.hk/cgi/viewcontent.cgi?article=1190&context=etd_oa |