Asymptotic power of sphericity tests for high-dimensional data (Q366967): Difference between revisions

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+.4867
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+Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
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+Eigenvalues of large sample covariance matrices of spiked population models
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+Optimal detection of sparse principal components in high dimension
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+Performance of Statistical Tests for Single-Source Detection Using Random Matrix Theory
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+A note on testing the covariance matrix for large dimension
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+Limits of spiked random matrices. I
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+Laplace approximations for hypergeometric functions with matrix argument
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+Tests for High-Dimensional Covariance Matrices
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+Multiple Hypergeometric Functions: Probabilistic Interpretations and Statistical Uses
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+Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
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+Q5769763
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+The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case
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+A new test for sphericity of the covariance matrix for high dimensional data
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+A Fourier view on the \(R\)-transform and related asymptotics of spherical integrals
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+Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
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+THE DENSITY OF A QUADRATIC FORM IN A VECTOR UNIFORMLY DISTRIBUTED  ON THE <i>n</i>-SPHERE
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+Q3096213
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+Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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+Q5623119
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+The distribution of a statistic used for testing sphericity of normal distributions
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+On the distribution of the largest eigenvalue in principal components analysis
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+Non-Parametric Detection of the Number of Signals: Hypothesis Testing and Random Matrix Theory
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+Q3288488
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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+Means of a Dirichlet process and multiple hypergeometric functions.
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+Significance Test for Sphericity of a Normal $n$-Variate Distribution
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+Rank 1 real Wishart spiked model
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+Sample Eigenvalue Based Detection of High-Dimensional Signals in White Noise Using Relatively Few Samples
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+Finite sample approximation results for principal component analysis: A matrix perturbation approach
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+Q3126395
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+Testing Hypotheses About the Number of Factors in Large Factor Models
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+Asymptotic power of sphericity tests for high-dimensional data
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+A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
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+On the empirical distribution of eigenvalues of a class of large dimensional random matrices
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+Q3345085
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+Locally Best Invariant Test for Sphericity and the Limiting Distributions
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+On singular Wishart and singular multivariate beta distributions
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+Asymptotic Statistics
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+The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I
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