Tests for covariance structures with high-dimensional repeated measurements

DOI10.1214/16-AOS1481zbMath1368.62153MaRDI QIDQ2012932

Peter X.-K. Song, Wei Lan, Ping-Shou Zhong, Chih-Ling Tsai

Publication date: 3 August 2017

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1497319692

zbMATH Keywords

longitudinal data; panel data; goodness-of-fit test; adjusted test

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62H15: Hypothesis testing in multivariate analysis