Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model
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Cites work
- A High-Dimensional Two-Sample Test for Non-Gaussian Data under a Strongly Spiked Eigenvalue Model
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- A two-sample test for high-dimension, low-sample-size data under the strongly spiked eigenvalue model
- A two-sample test for high-dimensional data with applications to gene-set testing
- Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context
- Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
- Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- PCA consistency in high dimension, low sample size context
- Testing the equality of several covariance matrices with fewer observations than the dimension
- The statistics and mathematics of high dimension low sample size asymptotics
- Two sample tests for high-dimensional covariance matrices
- Two-sample tests for high-dimension, strongly spiked eigenvalue models
- Two-stage procedures for high-dimensional data
Cited in
(23)- Hypothesis tests for high-dimensional covariance structures
- Geometric classifiers for high-dimensional noisy data
- Contrastive latent variable modeling with application to case-control sequencing experiments
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components
- On asymptotic normality of cross data matrix-based PCA in high dimension low sample size
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
- A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
- A High-Dimensional Two-Sample Test for Non-Gaussian Data under a Strongly Spiked Eigenvalue Model
- Two-sample tests for high-dimension, strongly spiked eigenvalue models
- scientific article; zbMATH DE number 7387552 (Why is no real title available?)
- Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data
- Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality
- Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics
- Statistical inference under the strongly spiked eigenvalue model
- Two-sample test for high-dimensional covariance matrices: a normal-reference approach
- Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
- Equality tests of covariance matrices under a low-dimensional factor structure
- Test for high-dimensional outliers with principal component analysis
- A distance covariance test of independence in high dimension, low sample size contexts
- Statistical hypothesis testing for high-dimension, low-sample-size data
- A bootstrap test for testing the equality of two ultra-high dimensional covariance matrices
- A variance-corrected U-statistic approach for comparing covariance matrices of high-dimensional mixtures
- Correlation tests for high-dimensional data under the strongly spiked eigenvalue model
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