Identity tests for high dimensional data using RMT

DOI10.1016/j.jmva.2013.03.015zbMath1349.62229arXiv1203.3278OpenAlexW2080413185MaRDI QIDQ391630

Cheng Wang, Longbing Cao, Baiqi Miao, Jing Yang

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.3278

zbMATH Keywords

high-dimensional dataidentity testrandom matrix theory (RMT)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items

Testing high-dimensional covariance matrices under the elliptical distribution and beyond ⋮ Adaptive Tests for Bandedness of High-dimensional Covariance Matrices ⋮ Asymptotic power of likelihood ratio tests for high dimensional data ⋮ Sphericity and identity test for high-dimensional covariance matrix using random matrix theory ⋮ Hypothesis testing on linear structures of high-dimensional covariance matrix ⋮ Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices

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