Some tests for the covariance matrix with fewer observations than the dimension under non-normality
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Publication:538191
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Cites work
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- Bootstrap tests and confidence regions for functions of a covariance matrix
- Comparison of powers for the sphericity tests using both the asymptotic distribution and the bootstrap
- Locally Best Invariant Test for Sphericity and the Limiting Distributions
- Monotonicity of the power functions of modified likelihood ratio criterion for the homogeneity of variances and of the sphericity test
- On some test criteria for covariance matrix
- On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations
- Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Some limit theorems for the eigenvalues of a sample covariance matrix
- Some tests criteria for the covariance matrix with fewer observations than the dimension
- Testing for complete independence in high dimensions
Cited in
(38)- 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
- A nonuniform bound to an independent test in high dimensional data analysis via Stein's method
- Testing diagonality of high-dimensional covariance matrix under non-normality
- 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
- Some tests criteria for the covariance matrix with fewer observations than the dimension
- Testing independence via spectral moments
- New weighted portmanteau statistics for time series goodness of fit testing
- 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
- Tests for high-dimensional covariance matrices using the theory of \(U\)-statistics
- Variance-corrected tests for covariance structures with high-dimensional data
- A note on tests for high-dimensional covariance matrices
- A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm
- Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions.
- Testing identity of high-dimensional covariance matrix
- On the sphericity test with large-dimensional observations
- Testing the order of a population spectral distribution for high-dimensional data
- Tests for covariance matrices in high dimension with less sample size
- A robust test for sphericity of high-dimensional covariance matrices
- 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
- High-dimensional sphericity test by extended likelihood ratio
- Testing block‐diagonal covariance structure for high‐dimensional data
- Global one-sample tests for high-dimensional covariance matrices
- A bias-corrected Srivastava-type test for cross-sectional independence
- Hypothesis tests for high-dimensional covariance structures
- Hypothesis testing for high-dimensional covariance matrices
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
- 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
- Tests of covariance matrices for high dimensional multivariate data under non normality
- 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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