Test for equality of generalized variance in high-dimensional and large sample settings

MaRDI QIDQ5124172zbMATH OpenFDO

Authors Takatoshi Sugiyama, Masashi Hyodo, Hiroki Watanabe, Shin-ichi Tsukada, Takashi Seo

Publication date 17 September 2020

zbMATH Keywords

asymptotic approximation-based testbig data analysisgeneralized variancehigh-dimensional data

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Statistical aspects of big data and data science (62R07)

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Cited in

(6)

• Test for generalized variance in signal processing
• Test for equality of standardized generalized variance with different dimensions under high-dimensional settings
• Testing equality of standardized generalized variances of k multivariate normal populations with arbitrary dimensions
• Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components
• Generalized Variance-Ratio Tests in the Presence of Statistical Dependence
• Test for Generalized Variance in Factor Analysis Model

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