Hypothesis testing on linear structures of high-dimensional covariance matrix
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Publication:2284375
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Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 3673373 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- A note on testing the covariance matrix for large dimension
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- Asymptotically efficient estimation of covariance matrices with linear structure
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Empirical Bayes estimation of the multivariate normal covariance matrix
- Estimation with quadratic loss.
- High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- Identity tests for high dimensional data using RMT
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
- Likelihood ratio tests for high-dimensional normal distributions
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
- Maximum likelihood estimation for linear Gaussian covariance models
- On the distribution of the largest eigenvalue in principal components analysis
- On the sphericity test with large-dimensional observations
- Optimal hypothesis testing for high dimensional covariance matrices
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Spectral analysis of large dimensional random matrices
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
- Testing the structure of the covariance matrix with fewer observations than the dimension
- Tests for covariance structures with high-dimensional repeated measurements
- Tests for high-dimensional covariance matrices
- The measurement of factor indeterminacy
Cited in
(27)- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications
- Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix
- Reprint: Hypothesis testing on high dimensional quantile regression
- Time-varying minimum variance portfolio
- Hypothesis testing on high dimensional quantile regression
- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
- Maximum pairwise Bayes factors for covariance structure testing
- Test for high-dimensional mean vector under missing observations
- Testability of high-dimensional linear models with nonsparse structures
- Hypothesis testing for band size detection of high-dimensional banded precision matrices
- Mutual influence regression model
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- Test for high-dimensional correlation matrices
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix
- Power computation for hypothesis testing with high-dimensional covariance matrices
- Adaptive Tests for Bandedness of High-dimensional Covariance Matrices
- Covariance Model with General Linear Structure and Divergent Parameters
- High-dimensional general linear hypothesis tests via non-linear spectral shrinkage
- Inference on covariance-mean regression
- On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture
- Recent advances in shrinkage-based high-dimensional inference
- Global one-sample tests for high-dimensional covariance matrices
- A new test for high-dimensional two-sample mean problems with consideration of correlation structure
- Spectral statistics of sample block correlation matrices
- Hypothesis tests for high-dimensional covariance structures
- A Flexible Framework for Hypothesis Testing in High Dimensions
- Covariance hypothesis which are linear in both the covariance and the inverse covariance
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