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

DOI10.32917/h2021025zbMath1493.62076OpenAlexW4285604521WikidataQ114037418 ScholiaQ114037418MaRDI QIDQ2154565

Takatoshi Sugiyama, Masashi Hyodo, Takashi Seo, Hiroki Watanabe

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

high-dimensional datageneralized varianceasymptotic approximation-based test

Mathematics Subject Classification ID

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

Cites Work

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

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