Testing diagonality of high-dimensional covariance matrix under non-normality

DOI10.1080/00949655.2017.1362405MaRDI QIDQ5106997

Kai Xu

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2017.1362405

zbMATH Keywords

multivariate analysis; high-dimensional data; diagonality test

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H15: Hypothesis testing in multivariate analysis

Related Items

Significance test of clustering under high dimensional setting with applications to cancer data, Some correlation tests for vectors of large dimension, Block-diagonal test for high-dimensional covariance matrices

Uses Software

• MIM

Cites Work

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