A new test for sphericity of the covariance matrix for high dimensional data
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Cites work
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- scientific article; zbMATH DE number 3347500 (Why is no real title available?)
- scientific article; zbMATH DE number 3379997 (Why is no real title available?)
- A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
- A limit theorem for the eigenvalues of product of two random matrices
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- Asymptotic expansion of the misclassification probabilities of D- and A- criteria for discrimination from two high dimensional populations using the theory of large dimensional random matrices
- Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
- Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
- Multivariate Theory for Analyzing High Dimensional Data
- Multivariate statistical analysis. A high-dimensional approach
- On rates of convergence of efficient detection criteria in signal processing with white noise
- Principal Component Analysis of Large Dispersion Matrices
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Some tests criteria for the covariance matrix with fewer observations than the dimension
- Testing for complete independence in high dimensions
- Theory of essentially multivariate statistical analysis
Cited in
(45)- Covariance matrix testing in high dimension using random projections
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size
- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
- Recent advances in shrinkage-based high-dimensional inference
- A note on mean testing for high dimensional multivariate data under non-normality
- Identity tests for high dimensional data using RMT
- Testing the order of a population spectral distribution for high-dimensional data
- Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size
- More powerful tests for sparse high-dimensional covariances matrices
- Sphericity and identity test for high-dimensional covariance matrix using random matrix theory
- Sphericity test for high dimensional data based on random matrix theory
- High-dimensional sphericity test by extended likelihood ratio
- Asymptotic theory of test statistic for sphericity of high-dimensional time series
- Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
- A new test for the proportionality of two large-dimensional covariance matrices
- A note on tests for high-dimensional covariance matrices
- scientific article; zbMATH DE number 1789736 (Why is no real title available?)
- Testing for subsphericity when \(n\) and \(p\) are of different asymptotic order
- A note on tests of sphericity and cross-sectional dependence for fixed effects panel model
- Variance-corrected tests for covariance structures with high-dimensional data
- Testing independence via spectral moments
- Testing high dimensional covariance matrices via posterior Bayes factor
- Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality
- The structure of autocovariance matrix of discrete time subfractional Brownian motion
- Target selection in shrinkage estimation of covariance matrix: a structural similarity approach
- Linear spectral statistics of sequential sample covariance matrices
- Hypothesis testing for the identity of high-dimensional covariance matrices
- Robust sphericity test in the panel data model
- Testing sphericity and intraclass covariance structures under a growth curve model in high dimension
- On testing sphericity and identity of a covariance matrix with large dimensions
- An exact test about the covariance matrix
- Optimal-order bounds on the rate of convergence to normality in the multivariate delta method
- A bootstrap method for spectral statistics in high-dimensional elliptical models
- Tests of covariance matrices for high dimensional multivariate data under non normality
- A robust test for sphericity of high-dimensional covariance matrices
- On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
- covTestR
- High-dimensional tests for spherical location and spiked covariance
- New weighted portmanteau statistics for time series goodness of fit testing
- Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
- Asymptotic power of sphericity tests for high-dimensional data
- Testing for independence of large dimensional vectors
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