Robust tests for scatter separability beyond Gaussianity

DOI10.1016/J.CSDA.2022.107633MaRDI QIDQ6166907OpenAlexFDO

Authors Seungkyu Kim, Seongoh Park, Johan Lim, Sang H. Lee

Publication date 7 July 2023

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2022.107633

zbMATH Keywords

Kronecker productscatter matrixmatrix-variate datatranselliptical distributiongeneralized elliptical distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

• p-Value calculation for multi-stage additive tests
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• Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
• Separable factor analysis with applications to mortality data
• Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution
• Testing Statistical Hypotheses
• The likelihood ratio test for a separable covariance matrix
• The mle algorithm for the matrix normal distribution

Cited in

(2)

• Discrepancy between structured matrices in the power analysis of a separability test
• A test for separability in covariance operators of random surfaces

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