Projected tests for high-dimensional covariance matrices
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Publication:2301103
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Cites work
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Cited in
(7)- Projection tests for high-dimensional spiked covariance matrices
- Projection-based high-dimensional sign test
- Covariance matrix testing in high dimension using random projections
- Two-sample tests for high-dimensional covariance matrices using both difference and ratio
- Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models
- Testing for independence of sets of high-dimensional normal vectors using random projection approach
- Testing the equality of covariances for large-scale functional data
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