Equality tests of covariance matrices under a low-dimensional factor structure
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Publication:6667486
DOI10.1016/J.JMVA.2024.105397MaRDI QIDQ6667486FDOQ6667486
Authors: Masashi Hyodo, Takahiro Nishiyama, Hiroki Watanabe, Tomoyuki Nakagawa, Kouji Tahata 
Publication date: 20 January 2025
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Multivariate analysis (62Hxx)
Cites Work
- Eigenvalue ratio test for the number of factors
- Title not available (Why is that?)
- Two sample tests for high-dimensional covariance matrices
- Factor profiled sure independence screening
- Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
- Sparse partial least squares classification for high dimensional data
- Two-stage procedures for high-dimensional data
- A high dimensional two-sample test under a low dimensional factor structure
- A Behrens-Fisher problem for general factor models in high dimensions
- A two-sample test for high-dimension, low-sample-size data under the strongly spiked eigenvalue model
- Two-sample tests for high-dimension, strongly spiked eigenvalue models
- Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model
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