Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality

DOI10.1080/03610926.2013.770533zbMATH Open1320.62127OpenAlexW2018905710MaRDI QIDQ5265837FDOQ5265837

Author name not available (Why is that?)

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

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
• Title not available (Why is that?)
• Analysis of high-dimensional repeated measures designs: the one sample case
• Title not available (Why is that?)

Cited In (8)

• Title not available (Why is that?)
• On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
• 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
• 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
• Tests for high-dimensional covariance matrices

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