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

@@ Property / author @@
-Q367206
@@ Property / author: Q367206 / rank @@
-Normal rank
@@ Property / author @@
+Jian-feng Yao
@@ Property / author: Jian-feng Yao / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H15
@@ Property / Mathematics Subject Classification ID: 62H15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 62H10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6211823
@@ Property / zbMATH DE Number: 6211823 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+large-dimensional data
@@ Property / zbMATH Keywords: large-dimensional data / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+large-dimensional sample covariance matrix
@@ Property / zbMATH Keywords: large-dimensional sample covariance matrix / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sphericity
@@ Property / zbMATH Keywords: sphericity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+likelihood ratio test
@@ Property / zbMATH Keywords: likelihood ratio test / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+John's test
@@ Property / zbMATH Keywords: John's test / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Nagao's test
@@ Property / zbMATH Keywords: Nagao's test / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+CLT for linear spectral statistics
@@ Property / zbMATH Keywords: CLT for linear spectral statistics / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+spiked population model
@@ Property / zbMATH Keywords: spiked population model / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4035
@@ Property / arXiv ID: 1303.4035 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3796553
@@ Property / cites work: Q3796553 / rank @@
+Normal rank
@@ Property / cites work @@
+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
+Normal rank
@@ Property / cites work @@
+On the convergence of the spectral empirical process of Wigner matrices
+Normal rank
@@ Property / cites work @@
+Corrections to LRT on large-dimensional covariance matrix by RMT
+Normal rank
@@ Property / cites work @@
+Spectral analysis of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+Testing linear hypotheses in high-dimensional regressions
+Normal rank
@@ Property / cites work @@
+A note on testing the covariance matrix for large dimension
+Normal rank
@@ Property / cites work @@
+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
+Normal rank
@@ Property / cites work @@
+Some limit theorems for the eigenvalues of a sample covariance matrix
+Normal rank
@@ Property / cites work @@
+On the distribution of the largest eigenvalue in principal components analysis
+Normal rank
@@ Property / cites work @@
+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
+Normal rank
@@ 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 @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:367207