A high-dimensional likelihood ratio test for circular symmetric covariance structure

DOI10.1080/03610926.2017.1319484zbMath1462.62348OpenAlexW2606672804MaRDI QIDQ4634825

Junshan Xie, Linqi Yi

Publication date: 11 April 2018

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1319484

zbMATH Keywords

likelihood ratio testhigh-dimensional datacircular symmetric covariance structure

Mathematics Subject Classification ID

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

Related Items

A test for block circular symmetric covariance structure with divergent dimension, Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review, Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix

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