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

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-Marc Hallin
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+Marc Hallin
@@ Property / author: Marc Hallin / rank @@
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+H15
@@ Property / Mathematics Subject Classification ID: 62H15 / rank @@
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+B15
@@ Property / Mathematics Subject Classification ID: 62B15 / rank @@
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+A60
@@ Property / Mathematics Subject Classification ID: 41A60 / rank @@
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@@ Property / zbMATH DE Number @@
+6211456
@@ Property / zbMATH DE Number: 6211456 / rank @@
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@@ Property / zbMATH Keywords @@
+sphericity tests
@@ Property / zbMATH Keywords: sphericity tests / rank @@
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+large dimensionality
@@ Property / zbMATH Keywords: large dimensionality / rank @@
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+asymptotic power
@@ Property / zbMATH Keywords: asymptotic power / rank @@
+Normal rank
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+spiked covariance
@@ Property / zbMATH Keywords: spiked covariance / rank @@
+Normal rank
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+contiguity
@@ Property / zbMATH Keywords: contiguity / rank @@
+Normal rank
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+power envelope
@@ Property / zbMATH Keywords: power envelope / rank @@
+Normal rank
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+steepest descent
@@ Property / zbMATH Keywords: steepest descent / rank @@
+Normal rank
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+contour integral representation
@@ Property / zbMATH Keywords: contour integral representation / rank @@
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+.4867
@@ Property / arXiv ID: 1306.4867 / rank @@
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@@ Property / cites work @@
+Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
+Normal rank
@@ Property / cites work @@
+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
+Normal rank
@@ Property / cites work @@
+Corrections to LRT on large-dimensional covariance matrix by RMT
+Normal rank
@@ Property / cites work @@
+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
+Normal rank
@@ Property / cites work @@
+Eigenvalues of large sample covariance matrices of spiked population models
+Normal rank
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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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@@ Property / cites work @@
+Limits of spiked random matrices. I
@@ Property / cites work: Limits of spiked random matrices. I / rank @@
+Normal rank
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+Laplace approximations for hypergeometric functions with matrix argument
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@@ Property / cites work @@
+Tests for High-Dimensional Covariance Matrices
@@ Property / cites work: Tests for High-Dimensional Covariance Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+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
+Normal rank
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+Q5769763
@@ Property / cites work: Q5769763 / rank @@
+Normal rank
@@ Property / cites work @@
+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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+Normal rank
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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
@@ Property / cites work: Q3288488 / rank @@
+Normal rank
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
+Normal rank
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+Means of a Dirichlet process and multiple hypergeometric functions.
+Normal rank
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+Significance Test for Sphericity of a Normal $n$-Variate Distribution
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+Rank 1 real Wishart spiked model
@@ Property / cites work: Rank 1 real Wishart spiked model / rank @@
+Normal rank
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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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+Normal rank
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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
+Normal rank
@@ Property / cites work @@
+A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
+Normal rank
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+On the empirical distribution of eigenvalues of a class of large dimensional random matrices
+Normal rank
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+Q3345085
@@ Property / cites work: Q3345085 / rank @@
+Normal rank
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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
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:366967