Tests for high-dimensional covariance matrices
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Publication:3387058
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- Tests of covariance matrices for high dimensional multivariate data under non normality
Cites work
- A new test for the proportionality of two large-dimensional covariance matrices
- A study of two high-dimensional likelihood ratio tests under alternative hypotheses
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models
- Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 3347500 (Why is no real title available?)
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
- On Gaussian comparison inequality and its application to spectral analysis of large random matrices
- On some test criteria for covariance matrix
- On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
- On the sphericity test with large-dimensional observations
- Optimal hypothesis testing for high dimensional covariance matrices
- Properties of tests concerning covariance matrices of normal distributions
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Testing high-dimensional covariance matrices, with application to detecting schizophrenia risk genes
- Testing the equality of several covariance matrices with fewer observations than the dimension
- Tests for covariance matrices in high dimension with less sample size
- Tests for high-dimensional covariance matrices
- Two sample tests for high-dimensional covariance matrices
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
- Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
Cited in
(45)- Two sample tests for high-dimensional covariance matrices
- A significance test of the RV coefficient in high dimensions
- Power computation for hypothesis testing with high-dimensional covariance matrices
- Variance-corrected tests for covariance structures with high-dimensional data
- Projection tests for high-dimensional spiked covariance matrices
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Test for high dimensional covariance matrices
- Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration
- Test on the linear combinations of covariance matrices in high-dimensional data
- Robust modified classical spherical tests in the presence of outliers
- Covariance matrix testing in high dimension using random projections
- Two-sample tests for high-dimensional covariance matrices using both difference and ratio
- Tests for covariance matrices in high dimension with less sample size
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- Projected tests for high-dimensional covariance matrices
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
- Hypothesis testing for the identity of high-dimensional covariance matrices
- Invariant test based on the modified correction to LRT for the equality of two high-dimensional covariance matrices
- Optimal hypothesis testing for high dimensional covariance matrices
- Hypothesis testing for high-dimensional covariance matrices
- A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
- A note on testing the covariance matrix for large dimension
- Testing high dimensional covariance matrices via posterior Bayes factor
- Testing high-dimensional covariance matrices under the elliptical distribution and beyond
- Testing the equality of multiple high-dimensional covariance matrices
- More powerful tests for sparse high-dimensional covariances matrices
- Tests for large-dimensional covariance structure based on Rao's score test
- Tests for covariance matrix with fixed or divergent dimension
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology
- Identity tests for high dimensional data using RMT
- Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices
- High-dimensional two-sample covariance matrix testing via super-diagonals
- On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture
- Testing the equality of two high-dimensional spatial sign covariance matrices
- scientific article; zbMATH DE number 1894281 (Why is no real title available?)
- Hypothesis testing for the covariance matrix in high-dimensional transposable data with Kronecker product dependence structure
- Multi-sample test for high-dimensional covariance matrices
- Test of equality of two-sample high-dimensional covariance matrices based on random F-matrix
- Tests for high-dimensional covariance matrices
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
- On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
- Testing for independence of sets of high-dimensional normal vectors using random projection approach
- Empirical likelihood test for the equality of several high-dimensional covariance matrices
- Two sample tests for high-dimensional autocovariances
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings
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