Tests for large-dimensional covariance structure based on Rao's score test (Q321908): Difference between revisions

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+H15
@@ Property / Mathematics Subject Classification ID: 62H15 / rank @@
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+H10
@@ Property / Mathematics Subject Classification ID: 62H10 / rank @@
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+6639124
@@ Property / zbMATH DE Number: 6639124 / rank @@
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@@ Property / zbMATH Keywords @@
+large-dimensional data
@@ Property / zbMATH Keywords: large-dimensional data / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+covariance structure
@@ Property / zbMATH Keywords: covariance structure / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Rao's score test
@@ Property / zbMATH Keywords: Rao's score test / rank @@
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@@ Property / zbMATH Keywords @@
+random matrix theory
@@ Property / zbMATH Keywords: random matrix theory / rank @@
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+.03098
@@ Property / arXiv ID: 1510.03098 / rank @@
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+Q3255781
@@ Property / cites work: Q3255781 / rank @@
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@@ Property / cites work @@
+Corrections to LRT on large-dimensional covariance matrix by RMT
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@@ Property / cites work @@
+Exact separation of eigenvalues of large dimensional sample covariance matrices
+Normal rank
@@ Property / cites work @@
+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
+Normal rank
@@ Property / cites work @@
+Spectral analysis of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+Optimal hypothesis testing for high dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Tests for High-Dimensional Covariance Matrices
@@ Property / cites work: Tests for High-Dimensional Covariance Matrices / rank @@
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@@ Property / cites work @@
+Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
+Normal rank
@@ Property / cites work @@
+Q5623119
@@ Property / cites work: Q5623119 / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the largest eigenvalue in principal components analysis
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@@ Property / cites work @@
+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
+Normal rank
@@ Property / cites work @@
+On some test criteria for covariance matrix
@@ Property / cites work: On some test criteria for covariance matrix / rank @@
+Normal rank
@@ Property / cites work @@
+Q5791397
@@ Property / cites work: Q5791397 / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
+Normal rank
@@ Property / cites work @@
+Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:321908