On testing sphericity and identity of a covariance matrix with large dimensions

DOI10.3103/S1066530716020034zbMATH Open1349.62217MaRDI QIDQ324615FDOQ324615

Authors: M. Rauf Ahmad 

Publication date: 17 October 2016

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

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zbMATH Keywords

high-dimensional inferencenon-normalitycovariance testing

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• Estimations for some functions of covariance matrix in high dimension under non-normality and its applications
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Cited In (22)

• On the distribution of the \(\operatorname{T}^2\) statistic, used in statistical process monitoring, for high-dimensional data
• High-dimensional covariance matrices in elliptical distributions with application to spherical test
• A significance test of the RV coefficient in high dimensions
• Testing sphericity and intraclass covariance structures under a growth curve model in high dimension
• Testing high-dimensional covariance matrices under the elliptical distribution and beyond
• Tests for high-dimensional covariance matrices using the theory of \(U\)-statistics
• Location-invariant multi-sample \(U\)-tests for covariance matrices with large dimension
• Asymptotic theory of test statistic for sphericity of high-dimensional time series
• A note on testing the covariance matrix for large dimension
• Variance-corrected tests for covariance structures with high-dimensional data
• A note on tests for high-dimensional covariance matrices
• A unified approach to testing mean vectors with large dimensions
• Location-invariant tests of homogeneity of large-dimensional covariance matrices
• Tests of zero correlation using modified RV coefficient for high-dimensional vectors
• Testing the order of a population spectral distribution for high-dimensional data
• On the sphericity test with large-dimensional observations
• Tests for high-dimensional covariance matrices
• Testing covariance structure of large-dimensional data based on Wald's score test
• Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size
• A robust test for sphericity of high-dimensional covariance matrices
• Tests of covariance matrices for high dimensional multivariate data under non normality
• Sphericity and identity test for high-dimensional covariance matrix using random matrix theory

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