On some test criteria for covariance matrix

Cited in

(95)

The new test criterion for the homogeneity of parameters of several populations
A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise
Testing for independence of large dimensional vectors
Bartlett correction to the likelihood ratio test for MCAR with two‐step monotone sample
Rao's statistic for homogeneity of multiple parameter
A class of tests for a general covariance structure
Contiguity under high-dimensional Gaussianity with applications to covariance testing
A new test for the proportionality of two large-dimensional covariance matrices
Testing diagonality of high-dimensional covariance matrix under non-normality
Fixed width confidence region for the mean of a multivariate normal distribution
Robust statistics for test-of-independence and related structural models
Statistical Inferences for Complex Dependence of Multimodal Imaging Data
A high dimensional nonparametric test for proportional covariance matrices
Sharp minimax tests for large covariance matrices and adaptation
Nonnull distributions of two test criteria for independence under local alternatives
An extreme-value approach for testing the equality of large U-statistic based correlation matrices
Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
Testing independence via spectral moments
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
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
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
Testing independence in high dimensions with sums of rank correlations
CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size
Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
Optimal hypothesis testing for high dimensional covariance matrices
Tests for high-dimensional covariance matrices using the theory of \(U\)-statistics
Location-invariant multi-sample \(U\)-tests for covariance matrices with large dimension
Some tests for the covariance matrix with fewer observations than the dimension under non-normality
Criterion for the selection of a working correlation structure in the generalized estimating equation approach for longitudinal balanced data
A note on testing the covariance matrix for large dimension
High-dimensional consistent independence testing with maxima of rank correlations
Asymptotic non-null distribution for the locally most powerful invariant test for sphericity
More powerful tests for sparse high-dimensional covariances matrices
A new method of testing mutual independence
A distance between multivariate normal distributions based in an embedding into the Siegel group
Testing independence with high-dimensional correlated samples
Multi-sample test for high-dimensional covariance matrices
Adjusting for confounders in cross-correlation analysis: an application to resting state networks
Asymptotic expansions of the distributions of some test statistics
Productivity, preferences and UIP deviations in an open economy business cycle model
Detecting positive correlations in a multivariate sample
Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications
Asymptotic theory for maximum deviations of sample covariance matrix estimates
Invariant Polynomials and Related Tests
Block-diagonal test for high-dimensional covariance matrices
Null distribution of the sum of squared \(z\)-transforms in testing complete independence
Optimal tests for homogeneity of covariance, scale, and shape
Dimension-agnostic inference using cross U-statistics
Testing sphericity using small samples
The asymptotic expansion of the distribution of Anderson's statistic for testing a latent vector of a covariance matrix
Covariance matrix testing in high dimension using random projections
Testing identity of high-dimensional covariance matrix
Tests of homogeneity of means and covariance matrices for multivariate incomplete data
Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes
Tests for large-dimensional covariance structure based on Rao's score test
On testing sphericity and identity of a covariance matrix with large dimensions
Testing high dimensional covariance matrices via posterior Bayes factor
On the sphericity test with large-dimensional observations
Rank-based max-sum tests for mutual independence of high-dimensional random vectors
Testing covariance structure of large-dimensional data based on Wald's score test
Tests for covariance matrices in high dimension with less sample size
Linear latent variable models and covariance structures
A copula spectral test for pairwise time reversibility
Optimal rank-based tests for homogeneity of scatter
Inference on covariance matrices under rank restrictions
An exact test about the covariance matrix
Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations
Optimal-order bounds on the rate of convergence to normality in the multivariate delta method
Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison
Global one-sample tests for high-dimensional covariance matrices
Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality
A semiparametric graphical modelling approach for large-scale equity selection
Hypothesis testing for high-dimensional covariance matrices
Properties of some test criteria for covariance matrix
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Quadratic shrinkage for large covariance matrices
Asymptotic nonnull distributions of certain test criteria for a covariance matrix
Sphericity and identity test for high-dimensional covariance matrix using random matrix theory
Tests of covariance matrices for high dimensional multivariate data under non normality
Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives
Independence test in high-dimension using distance correlation and power enhancement technique
Tests and estimates of shape based on spatial signs and ranks
Sharp optimality for high-dimensional covariance testing under sparse signals
Tests for covariance matrix with fixed or divergent dimension
Power Function Studies
Hypothesis testing for the identity of high-dimensional covariance matrices
Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics
Tests for high-dimensional covariance matrices
A Method for Improving the Large-Sample Chi-Squared Approximations to Some Multivariate Test Statistics
A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
On some pattern-reduction matrices which appear in statistics

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