On testing sphericity and identity of a covariance matrix with large dimensions
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Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 4020230 (Why is no real title available?)
- scientific article; zbMATH DE number 47948 (Why is no real title available?)
- scientific article; zbMATH DE number 1249686 (Why is no real title available?)
- scientific article; zbMATH DE number 491591 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 1416649 (Why is no real title available?)
- scientific article; zbMATH DE number 3347500 (Why is no real title available?)
- scientific article; zbMATH DE number 3347516 (Why is no real title available?)
- A Class of Statistics with Asymptotically Normal Distribution
- A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
- Approximation Theorems of Mathematical Statistics
- Asymptotic Statistics
- Estimations for some functions of covariance matrix in high dimension under non-normality and its applications
- Introduction to statistical limit theorem
- Large Sample Techniques for Statistics
- Multivariate statistics. High dimensional and large-sample approximations.
- On some test criteria for covariance matrix
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- \(U\)-tests of general linear hypotheses for high-dimensional data under nonnormality and heteroscedasticity
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
- Asymptotic theory of test statistic for sphericity of high-dimensional time series
- Location-invariant multi-sample \(U\)-tests for covariance matrices with large dimension
- 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
- On the sphericity test with large-dimensional observations
- Testing the order of a population spectral distribution for high-dimensional data
- Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size
- Tests for high-dimensional covariance matrices
- Testing covariance structure of large-dimensional data based on Wald's score test
- A robust test for sphericity of high-dimensional covariance matrices
- 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
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