Global one-sample tests for high-dimensional covariance matrices

Cites Work

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Spectral analysis of large dimensional random matrices
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Asymptotic theory for maximum deviations of sample covariance matrix estimates
Tests for high-dimensional covariance matrices
Corrections to LRT on large-dimensional covariance matrix by RMT
On the rate of convergence of normal extremes
Tests for covariance matrices in high dimension with less sample size
Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
On some test criteria for covariance matrix
Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
Some tests for the covariance matrix with fewer observations than the dimension under non-normality
More powerful tests for sparse high-dimensional covariances matrices
Hypothesis testing for the identity of high-dimensional covariance matrices
Testing identity of high-dimensional covariance matrix
Title not available (Why is that?)
Hypothesis testing on linear structures of high-dimensional covariance matrix
A study of two high-dimensional likelihood ratio tests under alternative hypotheses
Testing high-dimensional covariance matrices under the elliptical distribution and beyond

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