Some tests for the covariance matrix with fewer observations than the dimension under non-normality

Cites Work

Cited In (34)

A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise
A new test of independence for high-dimensional data
Testing diagonality of high-dimensional covariance matrix under non-normality
A nonuniform bound to an independent test in high dimensional data analysis via Stein's method
Some correlation tests for vectors of large dimension
Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
On two simple and effective procedures for high dimensional classification of general populations
CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size
Testing independence in high dimensions using Kendall's tau
Variance-corrected tests for covariance structures with high-dimensional data
A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm
Testing identity of high-dimensional covariance matrix
Testing the order of a population spectral distribution for high-dimensional data
On the sphericity test with large-dimensional observations
Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality
Tests for covariance matrices in high dimension with less sample size
Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
A robust test for sphericity of high-dimensional covariance matrices
High-dimensional sphericity test by extended likelihood ratio
Testing block‐diagonal covariance structure for high‐dimensional data
A bias-corrected Srivastava-type test for cross-sectional independence
Global one-sample tests for high-dimensional covariance matrices
Hypothesis tests for high-dimensional covariance structures
New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing
Hypothesis testing for high-dimensional covariance matrices
Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
Tests for high-dimensional covariance matrices using the theory ofU-statistics
Testing block-diagonal covariance structure for high-dimensional data under non-normality
Sphericity and identity test for high-dimensional covariance matrix using random matrix theory
On testing the equality of high dimensional mean vectors with unequal covariance matrices
Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions
Estimations for some functions of covariance matrix in high dimension under non-normality and its applications
Hypothesis testing for the identity of high-dimensional covariance matrices

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