Two sample tests for high-dimensional covariance matrices (Q150754): Difference between revisions

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+scientific article; zbMATH DE number 6073780
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+August 2012Timestamp +2012-08-29T00:00:00Z
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@@ Property / publication date: 29 August 2012 / rank @@
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+Jun Li
@@ Property / author: Jun Li / rank @@
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@@ Property / author @@
+Song Xi Chen
@@ Property / author: Song Xi Chen / rank @@
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@@ Property / DOI @@
+.1214/12-aos993
@@ Property / DOI: 10.1214/12-aos993 / rank @@
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@@ Property / title @@
+Two sample tests for high-dimensional covariance matrices (English)
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@@ Property / zbMATH Open document ID @@
+.62383
@@ Property / zbMATH Open document ID: 1274.62383 / rank @@
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@@ Property / published in @@
+The Annals of Statistics
@@ Property / published in: The Annals of Statistics / rank @@
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@@ Property / full work available at URL @@
+https://arxiv.org/abs/1206.0917
@@ Property / full work available at URL: https://arxiv.org/abs/1206.0917 / rank @@
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@@ Property / full work available at URL @@
+https://projecteuclid.org/euclid.aos/1338515142
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@@ Property / Mathematics Subject Classification ID @@
+H15
@@ Property / Mathematics Subject Classification ID: 62H15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 62G10 / rank @@
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+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
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@@ Property / zbMATH DE Number @@
+6073780
@@ Property / zbMATH DE Number: 6073780 / rank @@
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@@ Property / zbMATH Keywords @@
+high-dimensional covariance
@@ Property / zbMATH Keywords: high-dimensional covariance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+large \(p\), small \(n\)
@@ Property / zbMATH Keywords: large \(p\), small \(n\) / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+likelihood ratio test
@@ Property / zbMATH Keywords: likelihood ratio test / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+testing for gene-sets
@@ Property / zbMATH Keywords: testing for gene-sets / rank @@
+Normal rank
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+Q4420195
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+Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
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+Spectral analysis of large dimensional random matrices
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+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
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+Regularized estimation of large covariance matrices
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