On the sphericity test with large-dimensional observations (Q367207): Difference between revisions

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+Jian-feng Yao
@@ Property / author: Jian-feng Yao / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / arXiv ID @@
+.4035
@@ Property / arXiv ID: 1303.4035 / rank @@
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@@ Property / cites work @@
+Q3796553
@@ Property / cites work: Q3796553 / rank @@
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@@ Property / cites work @@
+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
+Normal rank
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+On the convergence of the spectral empirical process of Wigner matrices
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+Corrections to LRT on large-dimensional covariance matrix by RMT
+Normal rank
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+Spectral analysis of large dimensional random matrices
+Normal rank
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+Testing linear hypotheses in high-dimensional regressions
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+A note on testing the covariance matrix for large dimension
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+A two-sample test for high-dimensional data with applications to gene-set testing
+Normal rank
@@ Property / cites work @@
+Tests for High-Dimensional Covariance Matrices
@@ Property / cites work: Tests for High-Dimensional Covariance Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Q5623119
@@ Property / cites work: Q5623119 / rank @@
+Normal rank
@@ Property / cites work @@
+The distribution of a statistic used for testing sphericity of normal distributions
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+Some limit theorems for the eigenvalues of a sample covariance matrix
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+On the distribution of the largest eigenvalue in principal components analysis
+Normal rank
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+Statistical challenges of high-dimensional data
@@ Property / cites work: Statistical challenges of high-dimensional data / rank @@
+Normal rank
@@ 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 @@
+Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
+Normal rank
@@ Property / cites work @@
+Significance Test for Sphericity of a Normal $n$-Variate Distribution
+Normal rank
@@ Property / cites work @@
+Q3219581
@@ Property / cites work: Q3219581 / rank @@
+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 @@
+Asymptotic power of sphericity tests for high-dimensional data
+Normal rank
@@ Property / cites work @@
+Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
+Normal rank
@@ Property / cites work @@
+Some high-dimensional tests for a one-way MANOVA
@@ Property / cites work: Some high-dimensional tests for a one-way MANOVA / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate analysis of variance with fewer observations than the dimension
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@@ Property / cites work @@
+Some tests for the covariance matrix with fewer observations than the dimension under non-normality
+Normal rank
@@ Property / cites work @@
+Locally Best Invariant Test for Sphericity and the Limiting Distributions
+Normal rank
@@ Property / cites work @@
+A note on the CLT of the LSS for sample covariance matrix from a spiked population model
+Normal rank
@@ Property / cites work @@
+Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
+Normal rank
@@ Property / OpenAlex ID @@
+W2100468761
@@ Property / OpenAlex ID: W2100468761 / rank @@
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