Testing independence via spectral moments
DOI10.1007/978-3-319-49984-0_18zbMATH Open1405.62063OpenAlexW2591616607MaRDI QIDQ4554535FDOQ4554535
Authors: Jolanta Pielaszkiewicz, Dietrich Von Rosen, Martin Singull 
Publication date: 14 November 2018
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-49984-0_18
Recommendations
- Testing for independence of large dimensional vectors
- On some tests of the covariance matrix under general conditions
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality
- Testing the structure of the covariance matrix with fewer observations than the dimension
- On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- A note on testing the covariance matrix for large dimension
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- A new test for sphericity of the covariance matrix for high dimensional data
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Testing for complete independence in high dimensions
- Title not available (Why is that?)
- Tests for high-dimensional covariance matrices
- Title not available (Why is that?)
- Some tests for the equality of covariance matrices
- Corrections to LRT on large-dimensional covariance matrix by RMT
- An analysis of variance test for normality (complete samples)
- 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
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Multivariate statistics. High dimensional and large-sample approximations.
- Some limit theorems for the eigenvalues of a sample covariance matrix
- Likelihood ratio tests for high-dimensional normal distributions
Cited In (2)
This page was built for publication: Testing independence via spectral moments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4554535)
