Hypothesis testing for high-dimensional covariance matrices

DOI10.1016/j.jmva.2014.03.013zbMath1352.62086OpenAlexW2029638475MaRDI QIDQ2451622

Ying-Li Qin, Wei-Ming Li

Publication date: 4 June 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.03.013

zbMATH Keywords

Stieltjes transformhypothesis testingcovariance matrixempirical spectral distributionhigh-dimensional

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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