Block-diagonal test for high-dimensional covariance matrices (Q6169925)

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Block-diagonal test for high-dimensional covariance matrices

scientific article; zbMATH DE number 7711202

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English	Block-diagonal test for high-dimensional covariance matrices	scientific article; zbMATH DE number 7711202

Statements

instance of

scholarly article

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title

Block-diagonal test for high-dimensional covariance matrices (English)

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12 July 2023

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zbMATH Keywords

block-diagonal structure

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high-dimensional covariance matrix

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U-statistic

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11749-022-00842-x

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cites work

Q3796553

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Corrections to LRT on large-dimensional covariance matrix by RMT

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Test of independence for high-dimensional random vectors based on freeness in block correlation matrices

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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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Optimal hypothesis testing for high dimensional covariance matrices

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Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models

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Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data

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Asymptotically independent U-statistics in high-dimensional testing

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Testing block‐diagonal covariance structure for high‐dimensional data

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Likelihood ratio tests for high-dimensional normal distributions

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Likelihood ratio tests for covariance matrices of high-dimensional normal distributions

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Testing the independence of sets of large-dimensional variables

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Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions

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Q5623119

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From moments of sum to moments of product

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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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On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture

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Testing the independence of two random vectors where only one dimension is large

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A hypothesis test for independence of sets of variates in high dimensions

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The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic

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On some test criteria for covariance matrix

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Covariance structure approximation via gLasso in high-dimensional supervised classification

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Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors

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Test for bandedness of high-dimensional covariance matrices and bandwidth estimation

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Testing for complete independence in high dimensions

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Testing the structure of the covariance matrix with fewer observations than the dimension

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On the sphericity test with large-dimensional observations

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Asymptotic theory for maximum deviations of sample covariance matrix estimates

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

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A nonparametric test for block-diagonal covariance structure in high dimension and small samples

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Testing block-diagonal covariance structure for high-dimensional data under non-normality

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Independence test for high dimensional data based on regularized canonical correlation coefficients

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High-dimensional inference on covariance structures via the extended cross-data-matrix methodology

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Learning block structures in U-statistic-based matrices

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Hypothesis Testing for Block-structured Correlation for High Dimensional Variables

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Identifiers

zbMATH Open document ID

1516.62058

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Mathematics Subject Classification ID

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10.1007/S11749-022-00842-X

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Sitelinks

Mathematics(1 entry)

mardi Block-diagonal test for high-dimensional covariance matrices