Specification tests for covariance structures in high-dimensional statistical models

DOI10.1093/BIOMET/ASAA073MaRDI QIDQ5022104zbMATH OpenOpenAlexFDO

Authors

Publication date 18 January 2022

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asaa073

zbMATH Keywords

covariance matrixhigh-dimensional hypothesis testinglatent variablemultiplier bootstrapnuisance parameter estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(7)

• High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound
• On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture
• scientific article; zbMATH DE number 952752 (Why is no real title available?)
• A hybrid omnibus test for generalized semiparametric single‐index models with high‐dimensional covariate sets
• NAPA: neighborhood-assisted and posterior-adjusted two-sample inference
• Self-normalized Cramér type moderate deviation theorem for Gaussian approximation
• Double verification for two-sample covariance matrices test

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