Testing the equality of several covariance matrices with fewer observations than the dimension
From MaRDI portal
Publication:968483
DOI10.1016/j.jmva.2009.12.010zbMath1186.62078OpenAlexW1968224663MaRDI QIDQ968483
Hirokazu Yanagihara, Muni S. Srivastava
Publication date: 5 May 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2009.12.010
normalityhigh-dimensional datacomparison of powersequality of several covariance matricesequality of two covariancessample size smaller than the dimension
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Related Items
Empirical likelihood test for the equality of several high-dimensional covariance matrices, Graph-based two-sample tests for data with repeated observations, Hypothesis Testing in High-Dimensional Linear Regression: A Normal Reference Scale-Invariant Test, Testing for covariance matrices in time-varying coefficient panel data models with fixed effects, More powerful tests for sparse high-dimensional covariances matrices, An exact test for a column of the covariance matrix based on a single observation, Recent developments in high dimensional covariance estimation and its related issues, a review, A calibration method for non-positive definite covariance matrix in multivariate data analysis, Testing high-dimensional mean vector with applications. A normal reference approach, Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data, Inference for the mean of large \(p\) small \(n\) data: a finite-sample high-dimensional generalization of Hotelling's theorem, Asymptotically independent U-statistics in high-dimensional testing, Robust tests of the equality of two high-dimensional covariance matrices, Contrastive latent variable modeling with application to case-control sequencing experiments, A new method for multi-sample high-dimensional covariance matrices test based on permutation, Likelihood ratio tests for many groups in high dimensions, Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices, Testing the equality of multiple high-dimensional covariance matrices, Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering, High-dimensional testing for proportional covariance matrices, A note on the unbiased estimator of \(\mathbf{\Sigma}^2\), Use of Random Integration to Test Equality of High Dimensional Covariance Matrices, Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality, Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding, Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices, Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control, Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context, Inference for high-dimensional differential correlation matrices, Unnamed Item, Testing the structure of the covariance matrix with fewer observations than the dimension, Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices, Two-sample tests for high-dimensional covariance matrices using both difference and ratio, Hypothesis testing for high-dimensional covariance matrices, An extreme-value approach for testing the equality of large U-statistic based correlation matrices, Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components, Multi-sample test for high-dimensional covariance matrices, On testing the equality of high dimensional mean vectors with unequal covariance matrices, A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices, Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings, Sphericity and identity test for high-dimensional covariance matrix using random matrix theory, High-dimensional multivariate repeated measures analysis with unequal covariance matrices, Projected tests for high-dimensional covariance matrices, Modified Pillai's trace statistics for two high-dimensional sample covariance matrices, Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables, Tests for high-dimensional covariance matrices, Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test, Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration, Test on the linear combinations of covariance matrices in high-dimensional data, Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model, A further study on Chen-Qin's test for two-sample Behrens-Fisher problems for high-dimensional data, A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA, Likelihood ratio tests under model misspecification in high dimensions, Multiple Comparisons Among Mean Vectors When the Dimension is Larger Than the Total Sample Size
Cites Work
