Tests of covariance matrices for high dimensional multivariate data under non normality

DOI10.1080/03610926.2013.770533zbMATH Open1320.62127OpenAlexW2018905710MaRDI QIDQ5265837FDOQ5265837

Authors:

Publication date: 29 July 2015

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

Full work available at URL: https://doi.org/10.1080/03610926.2013.770533

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zbMATH Keywords

high dimensionalitysphericitynon normality

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Modern Multivariate Statistical Techniques
• A Class of Statistics with Asymptotically Normal Distribution
• Statistical Methods for the Analysis of Repeated Measurements
• 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
• Title not available (Why is that?)
• Tests for high-dimensional covariance matrices
• On some test criteria for covariance matrix
• Some tests for the covariance matrix with fewer observations than the dimension under non-normality
• A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
• Introduction to statistical limit theorem
• Analysis of high-dimensional repeated measures designs: the one sample case
• Analysis of high dimensional repeated measures designs: the one- and two-sample test statistics

Cited In (18)

• Title not available (Why is that?)
• 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
• Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality
• Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure
• 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
• A homogeneity test of large dimensional covariance matrices under non-normality.
• The effects of nonnormality on tests for dimensionality in canonical correlation and MANOVA models
• 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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