A test for block circular symmetric covariance structure with divergent dimension
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Publication:5881044
DOI10.1051/ps/2019020OpenAlexW2971409011MaRDI QIDQ5881044
Publication date: 9 March 2023
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/ps/2019020
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Related Items (3)
High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors ⋮ The moderate deviation principles of likelihood ratio tests under alternative hypothesis ⋮ Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix
Cites Work
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