Global one-sample tests for high-dimensional covariance matrices

DOI10.1080/00949655.2021.1882459OpenAlexW3134823577MaRDI QIDQ3389616

Shurong Zheng, Bai-Sen Liu, Xiao-yi Wang, Ning-Zhong Shi, Guo-Liang Tian

Publication date: 23 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1882459

zbMATH Keywords

random matrix theoryhigh dimensionsparse alternativedense alternative

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Tests for High-Dimensional Covariance Matrices
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