Tests for covariance matrices in high dimension with less sample size
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- Tests for high-dimensional covariance matrices
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Cites work
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- A Class of Statistics with Asymptotically Normal Distribution
- A High Dimensional Two Sample Significance Test
- A Significance Test for the Separation of Two Highly Multivariate Small Samples
- A test for multivariate analysis of variance in high dimension
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- A test for the mean vector with fewer observations than the dimension
- A test for the mean vector with fewer observations than the dimension under non-normality
- A two sample test in high dimensional data
- Analysis of high-dimensional repeated measures designs: the one sample case
- Approximation Theorems of Mathematical Statistics
- Asymptotic power of sphericity tests for high-dimensional data
- Eigenvalues of large sample covariance matrices of spiked population models
- Marginal asymptotics for the ``large \(p\), small \(n\) paradigm: with applications to microarray data
- On some test criteria for covariance matrix
- Optimal detection of sparse principal components in high dimension
- Optimal hypothesis testing for high dimensional covariance matrices
- Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality
- Tests for high-dimensional covariance matrices
- Tests for multivariate analysis of variance in high dimension under non-normality
- The asymptotic distributions of the largest entries of sample correlation matrices.
- The control of the false discovery rate in multiple testing under dependency.
- To How Many Simultaneous Hypothesis Tests Can Normal, Student'stor Bootstrap Calibration Be Applied?
- Two sample tests for high-dimensional covariance matrices
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
Cited in
(45)- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension
- Behavior of Some Hypothesis Tests for the Covariance Matrix of High Dimensional Data
- A new method for multi-sample high-dimensional covariance matrices test based on permutation
- Testing diagonality of high-dimensional covariance matrix under non-normality
- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
- A high dimensional nonparametric test for proportional covariance matrices
- Some tests criteria for the covariance matrix with fewer observations than the dimension
- A simpler spatial-sign-based two-sample test for high-dimensional data
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples
- Testing hypotheses about covariance matrices in general MANOVA designs
- Tests for high-dimensional covariance matrices using the theory of \(U\)-statistics
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality
- Maximum pairwise Bayes factors for covariance structure testing
- A note on testing the covariance matrix for large dimension
- Variance-corrected tests for covariance structures with high-dimensional data
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components
- More powerful tests for sparse high-dimensional covariances matrices
- A note on tests for high-dimensional covariance matrices
- Testing the structure of the covariance matrix with fewer observations than the dimension
- Variance-estimation-free test of significant covariates in high-dimensional regression
- scientific article; zbMATH DE number 7387187 (Why is no real title available?)
- A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
- Testing the equality of several covariance matrices with fewer observations than the dimension
- Covariance matrix testing in high dimension using random projections
- Testing high dimensional covariance matrices via posterior Bayes factor
- Testing the equality of multiple high-dimensional covariance matrices
- Tests for high-dimensional covariance matrices
- Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
- High-dimensional sphericity test by extended likelihood ratio
- A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data
- The quantile-based empirical likelihood for the difference of quantiles
- Global one-sample tests for high-dimensional covariance matrices
- High-dimensional testing for proportional covariance matrices
- Step-Down diagnostic analysis for monitoring the covariance matrix of bivariate normal processes
- Testing block-diagonal covariance structure for high-dimensional data under non-normality
- A new nonparametric test for high-dimensional regression coefficients
- Hypothesis testing for the covariance matrix in high-dimensional transposable data with Kronecker product dependence structure
- Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions
- Estimations for some functions of covariance matrix in high dimension under non-normality and its applications
- Tests for covariance matrix with fixed or divergent dimension
- Robust modified classical spherical tests in the presence of outliers
- Tests for high-dimensional covariance matrices
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
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