Equality tests of covariance matrices under a low-dimensional factor structure

DOI10.1016/J.JMVA.2024.105397MaRDI QIDQ6667486zbMATH OpenFDO

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)

zbMATH Keywords

high-dimensional testing problemloading factor dimensions

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Multivariate analysis (62Hxx)

Cites work

• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• A Behrens-Fisher problem for general factor models in high dimensions
• A high dimensional two-sample test under a low dimensional factor structure
• A two-sample test for high-dimension, low-sample-size data under the strongly spiked eigenvalue model
• Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
• Eigenvalue ratio test for the number of factors
• Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model
• Factor profiled sure independence screening
• Sparse partial least squares classification for high dimensional data
• Two sample tests for high-dimensional covariance matrices
• Two-sample tests for high-dimension, strongly spiked eigenvalue models
• Two-stage procedures for high-dimensional data

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