Global one-sample tests for high-dimensional covariance matrices

DOI10.1080/00949655.2021.1882459MaRDI QIDQ3389616zbMATH OpenOpenAlexFDO

Authors Baisen Liu, Shurong Zheng, Xiaoyi 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

dense alternativehigh dimensionrandom matrix theorysparse alternative

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization

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