On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture
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Cited in
(17)- High-dimensional covariance matrices in elliptical distributions with application to spherical test
- CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions
- Testing for sphericity in a fixed effects panel data model with time-varying variances
- Testing high-dimensional covariance matrices under the elliptical distribution and beyond
- Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions
- Detecting approximate replicate components of a high-dimensional random vector with latent structure
- ON TESTING STRUCTURE OF COVARIANCE MATRIX AND MEAN VECTOR OF A COMPLEX MULTIVARIATE GAUSSIAN MODEL
- Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models
- Some strong convergence theorems for eigenvalues of general sample covariance matrices
- Block-diagonal test for high-dimensional covariance matrices
- A bootstrap method for spectral statistics in high-dimensional elliptical models
- On singular values of data matrices with general independent columns
- Distance correlation test for high-dimensional independence
- Spectral statistics of sample block correlation matrices
- An Adaptive Adjustment to the R 2 Statistic in High-Dimensional Elliptical Models
- Adjusted location-invariant U-tests for the covariance matrix with elliptically high-dimensional data
- Limiting laws for spiked eigenvalues and largest non-spiked eigenvalues of sample covariance matrices in elliptical distributions
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