Test for equality of standardized generalized variance with different dimensions under high-dimensional settings

DOI10.32917/H2021025MaRDI QIDQ2154565zbMATH OpenOpenAlexWikidataFDO

Authors Hiroki Watanabe, Masashi Hyodo, Takatoshi Sugiyama, Takashi Seo

Publication date 20 July 2022

Published in Hiroshima Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.32917/h2021025

zbMATH Keywords

asymptotic approximation-based testgeneralized variancehigh-dimensional data

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• Descriptive measures of multivariate scatter and linear dependence
• Dimensionless Measures of Variability and Dependence for Multivariate Continuous Distributions
• Generalizations of barlett's and hartley's tests of homogeneity using “overall variability”
• Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions
• Test for equality of generalized variance in high-dimensional and large sample settings
• Testing equality of generalized variances of k multivariate normal populations
• Testing equality of standardized generalized variances of k multivariate normal populations with arbitrary dimensions
• Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions

Cited in

(4)

• Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions
• Testing equality of standardized generalized variances of k multivariate normal populations with arbitrary dimensions
• Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings
• Test for equality of generalized variance in high-dimensional and large sample settings

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