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

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+Q3255781
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+Normal rank
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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+Exact separation of eigenvalues of large dimensional sample covariance matrices
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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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+Spectral analysis of large dimensional random matrices
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+Optimal hypothesis testing for high dimensional covariance matrices
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+Tests for High-Dimensional Covariance Matrices
@@ Property / cites work: Tests for High-Dimensional Covariance Matrices / rank @@
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+Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
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+Q5623119
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+On the distribution of the largest eigenvalue in principal components analysis
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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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+On some test criteria for covariance matrix
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+Q5791397
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+Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
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+Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
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