Test for equality of generalized variance in high-dimensional and large sample settings

zbMATH Open1448.62083MaRDI QIDQ5124172FDOQ5124172

Authors: Takatoshi Sugiyama, Masashi Hyodo, Hiroki Watanabe, Shin-ichi Tsukada, Takashi Seo 

Publication date: 17 September 2020

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zbMATH Keywords

high-dimensional datageneralized variancebig data analysisasymptotic approximation-based test

Mathematics Subject Classification ID

Statistical aspects of big data and data science (62R07) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cited In (5)

• Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components
• Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions
• Test for equality of standardized generalized variance with different dimensions under high-dimensional settings
• Generalized Variance-Ratio Tests in the Presence of Statistical Dependence
• Test for Generalized Variance in Factor Analysis Model

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