Tests for covariance matrices in high dimension with less sample size
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- Tests for high-dimensional covariance matrices
- Some tests criteria for the covariance matrix with fewer observations than the dimension
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- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Tests of covariance matrices for high dimensional multivariate data under non normality
Cites work
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Cited in
(48)- Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions
- Variance-corrected tests for covariance structures with high-dimensional data
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- A high dimensional nonparametric test for proportional covariance matrices
- High-dimensional sphericity test by extended likelihood ratio
- Robust modified classical spherical tests in the presence of outliers
- Testing hypotheses about covariance matrices in general MANOVA designs
- Covariance matrix testing in high dimension using random projections
- Maximum pairwise Bayes factors for covariance structure testing
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components
- Estimations for some functions of covariance matrix in high dimension under non-normality and its applications
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples
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- Some tests for the covariance matrix with fewer observations than the dimension under non-normality
- Some tests criteria for the covariance matrix with fewer observations than the dimension
- Behavior of Some Hypothesis Tests for the Covariance Matrix of High Dimensional Data
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- A variance-corrected U-statistic approach for comparing covariance matrices of high-dimensional mixtures
- Testing the equality of several covariance matrices with fewer observations than the dimension
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