A note on testing the covariance matrix for large dimension
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Publication:2567187
DOI10.1016/j.spl.2005.04.051zbMath1070.62046OpenAlexW2049696584MaRDI QIDQ2567187
Publication date: 29 September 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2003/4858
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
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Cites Work
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- A central limit theorem for \(m\)-dependent random variables
- The smallest eigenvalue of a large dimensional Wishart matrix
- Some limit theorems for the eigenvalues of a sample covariance matrix
- Statistical challenges in functional genomics. (With comments and a rejoinder).
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- On some test criteria for covariance matrix
- Central limit theorems for sums of α-mixing random variables
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