Likelihood ratio test for partial sphericity in high and ultra-high dimensions
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Publication:2011514
DOI10.1016/j.jmva.2017.04.001zbMath1368.62148OpenAlexW2606203676MaRDI QIDQ2011514
Liliana Forzani, Carlos Tolmasky, Antonella Gieco
Publication date: 3 August 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2017.04.001
principal component analysisrandom matrix theorysample covariance matrixhigh-dimensional statisticsspiked population model
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)
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Exploring dimension learning via a penalized probabilistic principal component analysis, Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices
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