A new test for sphericity of the covariance matrix for high dimensional data
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Publication:149043
DOI10.1016/J.JMVA.2010.07.004zbMATH Open1198.62052OpenAlexW2067444703MaRDI QIDQ149043FDOQ149043
Thomas J. Fisher, Colin M. Gallagher, Colin M. Gallagher, Xiaoqian Sun, Xiaoqian Sun, Thomas J. Fisher
Publication date: November 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.07.004
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Cited In (40)
- A note on mean testing for high dimensional multivariate data under non-normality
- Identity tests for high dimensional data using RMT
- Testing for independence of large dimensional vectors
- A new test for the proportionality of two large-dimensional covariance matrices
- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
- Asymptotic power of sphericity tests for high-dimensional data
- CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
- Variance-corrected tests for covariance structures with high-dimensional data
- Linear spectral statistics of sequential sample covariance matrices
- More powerful tests for sparse high-dimensional covariances matrices
- A note on tests for high-dimensional covariance matrices
- A bootstrap method for spectral statistics in high-dimensional elliptical models
- Covariance matrix testing in high dimension using random projections
- Testing high dimensional covariance matrices via posterior Bayes factor
- On testing sphericity and identity of a covariance matrix with large dimensions
- Testing the order of a population spectral distribution for high-dimensional data
- Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality
- Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
- A robust test for sphericity of high-dimensional covariance matrices
- High-dimensional sphericity test by extended likelihood ratio
- An exact test about the covariance matrix
- Recent advances in shrinkage-based high-dimensional inference
- Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices
- Testing Independence via Spectral Moments
- Optimal-order bounds on the rate of convergence to normality in the multivariate delta method
- Title not available (Why is that?)
- Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality
- New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing
- Robust sphericity test in the panel data model
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
- covTestR
- Sphericity and identity test for high-dimensional covariance matrix using random matrix theory
- Target selection in shrinkage estimation of covariance matrix: a structural similarity approach
- High-dimensional tests for spherical location and spiked covariance
- A note on tests of sphericity and cross-sectional dependence for fixed effects panel model
- Hypothesis testing for the identity of high-dimensional covariance matrices
- The structure of autocovariance matrix of discrete time subfractional Brownian motion
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