Variance-corrected tests for covariance structures with high-dimensional data (Q1679563): Difference between revisions

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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+Q4882268
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+Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
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+Tests for High-Dimensional Covariance Matrices
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+On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
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+A new test for sphericity of the covariance matrix for high dimensional data
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+Testing super-diagonal structure in high dimensional covariance matrices
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+Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions
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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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+A note on tests for high-dimensional covariance matrices
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+Q3219581
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+Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
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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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+Tests for covariance matrices in high dimension with less sample size
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+On the sphericity test with large-dimensional observations
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+Tests for covariance matrix with fixed or divergent dimension
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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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+Multivariate sign-based high-dimensional tests for sphericity
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