Power enhancement for testing the equality of shape matrix eigenvalues under ellipticity
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Cites work
- A canonical definition of shape
- A distribution-free M-estimator of multivariate scatter
- A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
- Asymptotic and bootstrap tests for subspace dimension
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- Combining eigenvalues and variation of eigenvectors for order determination
- Efficient R-estimation of principal and common principal components
- Likelihood ratio test for partial sphericity in high and ultra-high dimensions
- Nonparametric Detection of Signals by Information Theoretic Criteria: Performance Analysis and an Improved Estimator
- On testing the equality of latent roots of scatter matrices under ellipticity
- Optimal rank-based testing for principal components
- Optimal rank-based tests for common principal components
- Optimal rank-based tests for homogeneity of scatter
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- Power enhancement for dimension detection of Gaussian signals
- Rank-based optimal tests of the adequacy of an elliptic VARMA model
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
- Signal detection in high dimension: the multispiked case
- TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
- Testing for subsphericity when \(n\) and \(p\) are of different asymptotic order
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