A high dimensional nonparametric test for proportional covariance matrices

DOI10.1016/J.JMVA.2021.104762zbMATH Open1467.62101OpenAlexW3158224581MaRDI QIDQ2034477FDOQ2034477

Authors Kai Xu, Yan Tian, Daojiang He 

Publication date 22 June 2021

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2021.104762

zbMATH Keywords

nonparametric testlarge \(p\)small \(n\)proportional covariance model

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• High-dimensional testing for proportional covariance matrices
• Testing proportionality of two high-dimensional covariance matrices
• Hypothesis testing for high-dimensional covariance matrices
• Tests for proportionality of matrices with large dimension
• Testing proportionality of two large-dimensional covariance matrices

Cites Work

• scientific article; zbMATH DE number 3868437 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 889593 (Why is no real title available?)
• scientific article; zbMATH DE number 3347500 (Why is no real title available?)
• A Bayesian approach to the multivariate Behrens-Fisher problem under the assumption of proportional covariance matrices
• A new test for the proportionality of two large-dimensional covariance matrices
• A practical affine equivariant multivariate median
• Corrections to LRT on large-dimensional covariance matrix by RMT
• Estimations for some functions of covariance matrix in high dimension under non-normality and its applications
• High-dimensional testing for proportional covariance matrices
• Multivariate spatial sign and rank methods
• On some test criteria for covariance matrix
• Proportionality of k covariance matrices
• Proportionaliy of covariance matrices
• Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results
• Some tests for common principal component subspaces in several groups
• Testing Proportionality of Covariance Matrices
• Testing proportionality of two large-dimensional covariance matrices
• Testing the equality of two high-dimensional spatial sign covariance matrices
• Tests for covariance matrices in high dimension with less sample size
• Tests for high-dimensional regression coefficients with factorial designs
• The comparison of sample covariance matrices using likelihood ratio tests
• Two sample tests for high-dimensional covariance matrices

Cited In (12)

• A new test for the proportionality of two large-dimensional covariance matrices
• Testing proportionality of two large-dimensional covariance matrices
• A nonparametric test for block-diagonal covariance structure in high dimension and small samples
• On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
• Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality
• Projection tests for high-dimensional spiked covariance matrices
• Testing the equality of two high-dimensional spatial sign covariance matrices
• A high-dimensional test for the k-sample Behrens–Fisher problem
• High-dimensional testing for proportional covariance matrices
• Tests for proportionality of matrices with large dimension
• High-dimensional proportionality test of two covariance matrices and its application to gene expression data
• Testing proportionality of two high-dimensional covariance matrices

This page was built for publication: A high dimensional nonparametric test for proportional covariance matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2034477)