Test for high dimensional covariance matrices
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Publication:1996783
DOI10.1214/20-AOS1943zbMATH Open1464.62230OpenAlexW3111733686MaRDI QIDQ1996783FDOQ1996783
Authors: Yanyan Li 
Publication date: 26 February 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1607677247
Recommendations
estimationcovariance and precision matricesstatistical analysis of special matrix structures/substructurestesting methods under high dimensions
Asymptotic properties of parametric tests (62F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17)
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Cited In (22)
- High-dimensional two-sample covariance matrix testing via super-diagonals
- Large-scale simultaneous testing of cross-covariance matrices with applications to PheWAS
- A note on testing the covariance matrix for large dimension
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings
- More powerful tests for sparse high-dimensional covariances matrices
- Testing super-diagonal structure in high dimensional covariance matrices
- Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
- Test for high-dimensional correlation matrices
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology
- Testing for independence in high dimensions based on empirical copulas
- Use of Random Integration to Test Equality of High Dimensional Covariance Matrices
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- Projection tests for high-dimensional spiked covariance matrices
- Testing block‐diagonal covariance structure for high‐dimensional data
- Testing high-dimensional covariance matrices, with application to detecting schizophrenia risk genes
- Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration
- Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings
- Testing block-diagonal covariance structure for high-dimensional data under non-normality
- Tests for covariance matrix with fixed or divergent dimension
- Tests for high-dimensional covariance matrices
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