Tests of covariance matrices for high dimensional multivariate data under non normality
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Cites work
- scientific article; zbMATH DE number 47948 (Why is no real title available?)
- A Class of Statistics with Asymptotically Normal Distribution
- A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
- A new test for sphericity of the covariance matrix for high dimensional data
- 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
- Introduction to statistical limit theorem
- Modern Multivariate Statistical Techniques
- 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
- Statistical Methods for the Analysis of Repeated Measurements
- Tests for high-dimensional covariance matrices
Cited in
(20)- A note on mean testing for high dimensional multivariate data under non-normality
- scientific article; zbMATH DE number 3862216 (Why is no real title available?)
- Tests for high-dimensional covariance matrices using the theory of \(U\)-statistics
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality
- A note on tests for high-dimensional covariance matrices
- Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications
- Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality
- Tests for multivariate analysis of variance in high dimension under non-normality
- Tests for covariance matrices in high dimension with less sample size
- Assessing normality of high-dimensional data
- Using principal components to test normality of high-dimensional data
- Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration
- Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality
- The effects of nonnormality on tests for dimensionality in canonical correlation and MANOVA models
- A homogeneity test of large dimensional covariance matrices under non-normality.
- Hypothesis testing for the covariance matrix in high-dimensional transposable data with Kronecker product dependence structure
- Estimations for some functions of covariance matrix in high dimension under non-normality and its applications
- \(U\)-tests of general linear hypotheses for high-dimensional data under nonnormality and heteroscedasticity
- Tests for high-dimensional covariance matrices
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