Tests for large-dimensional covariance structure based on Rao's score test

DOI10.1016/j.jmva.2016.07.010zbMath1349.62222arXiv1510.03098OpenAlexW2292874243MaRDI QIDQ321908

Dandan Jiang

Publication date: 14 October 2016

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

Full work available at URL: https://arxiv.org/abs/1510.03098

zbMATH Keywords

random matrix theoryRao's score testcovariance structurelarge-dimensional data

Mathematics Subject Classification ID

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

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