Tests for covariance matrices in high dimension with less sample size (Q2252902): Difference between revisions

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+Muni S. Srivastava
@@ Property / author: Muni S. Srivastava / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2014.06.003
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+W2153618310
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+Analysis of high-dimensional repeated measures designs: the one sample case
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+Eigenvalues of large sample covariance matrices of spiked population models
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+Optimal hypothesis testing for high dimensional covariance matrices
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+Tests for High-Dimensional Covariance Matrices
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+To How Many Simultaneous Hypothesis Tests Can Normal, Student's<i>t</i>or Bootstrap Calibration Be Applied?
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+A Class of Statistics with Asymptotically Normal Distribution
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+The asymptotic distributions of the largest entries of sample correlation matrices.
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+Marginal asymptotics for the ``large \(p\), small \(n\)'' paradigm: with applications to microarray data
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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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+Q3999009
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+Two sample tests for high-dimensional covariance matrices
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+On some test criteria for covariance matrix
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+Asymptotic power of sphericity tests for high-dimensional data
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+A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
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+Approximation Theorems of Mathematical Statistics
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+A test for the mean vector with fewer observations than the dimension under non-normality
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+A test for the mean vector with fewer observations than the dimension
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+A two sample test in high dimensional data
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+Q3854462
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+Some tests for the covariance matrix with fewer observations than the dimension under non-normality
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+Tests for multivariate analysis of variance in high dimension under non-normality
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+Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
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+A Test for Multivariate Analysis of Variance in High Dimension
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