基于空间符号的高维白噪声检测
Spatial-sign based High Dimensional White Noises Test
摘要：
提出了一种基于空间符号的高维白噪声检测方法。在某些特殊的备择假设下，我们建立了极限零分布，并给出了我们的检验相对于Feng等（2022）提出的检验的渐近相对有效性.模拟研究也证明了我们的测试的效率和鲁棒性的重尾分布。
英文摘要：
A spatial-sign based test procedure is proposed for high dimensional white noise test in this paper. We establish the limit null distribution and give the asymptotical relative efficient of our test with respect to the test proposed by Feng et al. (2022) under some special alternative hypothesis. Simulation studies also demonstrate the efficiency and robustness of our test for heavy-tailed distributions.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
