Hypothesis testing for high-dimensional covariance matrices
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Publication:2451622
Recommendations
- Tests for high-dimensional covariance matrices
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Cites work
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 3244317 (Why is no real title available?)
- scientific article; zbMATH DE number 3347500 (Why is no real title available?)
- scientific article; zbMATH DE number 3029212 (Why is no real title available?)
- A note on testing the covariance matrix for large dimension
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- Asymptotic power of sphericity tests for high-dimensional data
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Estimation of the population spectral distribution from a large dimensional sample covariance matrix
- On some test criteria for covariance matrix
- On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
- On the distribution of the largest eigenvalue in principal components analysis
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Some tests criteria for the covariance matrix with fewer observations than the dimension
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality
- Spectral analysis of large dimensional random matrices
- Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
- Testing the equality of several covariance matrices with fewer observations than the dimension
- Tests for high-dimensional covariance matrices
- Two sample tests for high-dimensional covariance matrices
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
Cited in
(54)- Identity tests for high dimensional data using RMT
- Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix
- Homogeneity tests of covariance matrices with high-dimensional longitudinal data
- A high dimensional nonparametric test for proportional covariance matrices
- Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data
- Tests for covariance structures with high-dimensional repeated measurements
- 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
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
- Optimal hypothesis testing for high dimensional covariance matrices
- Maximum pairwise Bayes factors for covariance structure testing
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components
- More powerful tests for sparse high-dimensional covariances matrices
- Test of equality of two-sample high-dimensional covariance matrices based on random \(F\)-matrix
- Multi-sample test for high-dimensional covariance matrices
- Hypothesis testing for band size detection of high-dimensional banded precision matrices
- High-dimensional tests for functional networks of brain anatomic regions
- Test on the linear combinations of covariance matrices in high-dimensional data
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- Block-diagonal test for high-dimensional covariance matrices
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
- Projected tests for high-dimensional covariance matrices
- The ratio-consistent estimators of covariance matrices in high-dimensional data
- Test for high-dimensional correlation matrices
- Covariance matrix testing in high dimension using random projections
- Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
- Two-sample test for high-dimensional covariance matrices: a normal-reference approach
- Testing high dimensional covariance matrices via posterior Bayes factor
- Recent developments in high dimensional covariance estimation and its related issues, a review
- Power computation for hypothesis testing with high-dimensional covariance matrices
- Testing the order of a population spectral distribution for high-dimensional data
- A comprehensive treatment of quadratic-form-based inference in repeated measures designs under diverse asymptotics
- Tests for high-dimensional covariance matrices
- Testing covariance structure of large-dimensional data based on Wald's score test
- Test for high dimensional covariance matrices
- Large-sample approximations and change testing for high-dimensional covariance matrices of multivariate linear time series and factor models
- On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture
- Large sample covariance matrices and high-dimensional data analysis
- Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration
- Testing constancy of conditional variance in high dimension
- Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices
- Hypothesis tests for high-dimensional covariance structures
- Likelihood ratio tests for many groups in high dimensions
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
- Testing block-diagonal covariance structure for high-dimensional data under non-normality
- Testing proportionality of two high-dimensional covariance matrices
- Testing homogeneity of high-dimensional covariance matrices
- A Flexible Framework for Hypothesis Testing in High Dimensions
- Hypothesis testing for the covariance matrix in high-dimensional transposable data with Kronecker product dependence structure
- Sharp optimality for high-dimensional covariance testing under sparse signals
- Hypothesis testing for the identity of high-dimensional covariance matrices
- Tests for high-dimensional covariance matrices
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