Tests for high-dimensional covariance matrices using the theory of U-statistics
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Cites work
- A U-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
- A Class of Statistics with Asymptotically Normal Distribution
- A note on testing the covariance matrix for large dimension
- Analysis of high dimensional repeated measures designs: the one- and two-sample test statistics
- Analysis of high-dimensional repeated measures designs: the one sample case
- Approximation Theorems of Mathematical Statistics
- Asymptotic Statistics
- Bilinear forms and zonal polynomials
- Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
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- Large Sample Techniques for Statistics
- Modern Multivariate Statistical Techniques
- Multivariate statistics. High dimensional and large-sample approximations.
- On some test criteria for covariance matrix
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality
- Tests for high-dimensional covariance matrices
- The moments of products of quadratic forms in normal variables
Cited in
(10)- Asymptotically independent U-statistics in high-dimensional testing
- Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices
- Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size
- Tests for high-dimensional covariance matrices
- Tests of covariance matrices for high dimensional multivariate data under non normality
- Location-invariant multi-sample \(U\)-tests for covariance matrices with large dimension
- Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- Two-sample test for high-dimensional covariance matrices: a normal-reference approach
- GLHT for High-Dimensional Covariance Matrices: A Normal-Reference Approach
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