Hypothesis testing on linear structures of high-dimensional covariance matrix
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Publication:2284375
DOI10.1214/18-AOS1779zbMATH Open1435.62202WikidataQ91992368 ScholiaQ91992368MaRDI QIDQ2284375FDOQ2284375
Authors: Zhao Chen, Shurong Zheng, Hengjian Cui, Runze Li 
Publication date: 15 January 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1572487394
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- Hypothesis testing on linear structures of high-dimensional covariance matrix
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Cited In (27)
- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications
- 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
- Mutual influence regression model
- Hypothesis testing for band size detection of high-dimensional banded precision matrices
- 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
- Adaptive Tests for Bandedness of High-dimensional Covariance Matrices
- Covariance Model with General Linear Structure and Divergent Parameters
- Power computation for hypothesis testing with high-dimensional covariance matrices
- On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture
- High-dimensional general linear hypothesis tests via non-linear spectral shrinkage
- Inference on covariance-mean regression
- Recent advances in shrinkage-based high-dimensional inference
- A new test for high-dimensional two-sample mean problems with consideration of correlation structure
- Spectral statistics of sample block correlation matrices
- Global one-sample tests for high-dimensional covariance 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
- Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix
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