On some test criteria for covariance matrix

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

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