Hypothesis tests for high-dimensional covariance structures
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Publication:2042528
DOI10.1007/s10463-020-00760-5zbMath1469.62274MaRDI QIDQ2042528
Makoto Aoshima, Kazuyoshi Yata, Aki Ishii
Publication date: 20 July 2021
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://tsukuba.repo.nii.ac.jp/record/2001767/files/AISM_73-3.pdf
unbiased estimate; HDLSS; cross-data-matrix methodology; intraclass correlation model; diagonal structure; test of eigenvector
62H12: Estimation in multivariate analysis
62H15: Hypothesis testing in multivariate analysis
62H20: Measures of association (correlation, canonical correlation, etc.)