Hypothesis testing on linear structures of high-dimensional covariance matrix

DOI10.1214/18-AOS1779zbMath1435.62202WikidataQ91992368 ScholiaQ91992368MaRDI QIDQ2284375

Zhao Chen, Shurong Zheng, Run-Ze Li, Heng-Jian Cui

Publication date: 15 January 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1572487394

zbMATH Keywords

random matrix theorytest of sphericitycovariance matrix structuretest of banded structuretest of compound symmetric structure

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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