A note on moment inequality for quadratic forms
نویسندگان
چکیده
منابع مشابه
A Note on Moment Inequality for Quadratic Forms
Moment inequality for quadratic forms of random vectors is of particular interest in covariance matrix testing and estimation problems. In this paper, we prove a Rosenthal-type inequality, which exhibits new features and certain improvement beyond the unstructured Rosenthal inequality of quadratic forms when dimension of the vectors increases without bound. Applications to test the block diagon...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2014
ISSN: 0167-7152
DOI: 10.1016/j.spl.2014.05.004