Testing high-dimensional covariance structures using double-normalized observations

DOI10.1007/S11425-022-2114-6MaRDI QIDQ6940288zbMATH OpenFDO

Authors Yanqing Yin, Huiqin Li, Zhidong Bai

Publication date 19 August 2025

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11425-022-2114-6

zbMATH Keywords

double-normalized observationelliptical distributionhigh-dimensionalrandom matrix theorytest for diagonality

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(4)

• Model-free variable selection in high dimension via constrained kernel regression
• Foreword
• Feature screening for ultrahigh-dimensional data via the adapted sliced Wasserstein correlation coefficient
• Model-free group screening and FDR control with deep knockoffs

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