The non-singularity of generalized sample covariance matrices
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(49)- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
- Convergence of the sequence of parameters generated by alternating least squares algorithms
- On the nonsingularity of principal submatrices of a random orthogonal matrix
- A consistent test for multivariate normality based on the empirical characteristic function
- Reduced-rank models for interaction in unequally replicated two-way classifications
- Rank of a quadratic form in an elliptically contoured matrix random variable
- Normal linear regression models with recursive graphical Markov structure
- Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
- Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely
- Testing for affine equivalence of elliptically symmetric distributions.
- Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
- Shortcomings of generalized affine invariant skewness measures
- Invariant tests for multivariate normality: A critical review
- A treatment of multivariate skewness, kurtosis, and related statistics.
- Higher order \(C(\alpha)\) tests with applications to mixture models
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function
- A new test of multivariate normality by a double estimation in a characterizing PDE
- More good news on the HKM test for multivariate reflected symmetry about an unknown centre
- Univariate likelihood projections and characterizations of the multivariate normal distribution
- A comment on affine invariance and ancillarity in testing multivariate normality
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
- Sharp lower and upper bounds for the Gaussian rank of a graph
- The use of isotones for comparing tests of normality against skew normal distributions
- The joint distribution of Studentized residuals under elliptical distributions
- The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix
- Testing goodness of fit for the distribution of errors in multivariate linear models
- Accurate Critical Constants for the One-Sided Approximate Likelihood Ratio Test of a Normal Mean Vector When the Covariance Matrix Is Estimated
- Construction, properties and statistical applications of positive definite intraclass matrix
- A class of invariant consistent tests for multivariate normality
- Functional linear regression after spline transformation
- A rank test for bivariate location and scale problem for elliptically symmetric populations∗
- Asymptotic theory for the test for multivariate normality by Cox and Small
- On Mardia’s kurtosis test for multivariate normality
- The asymptotic behavior of a variant of multivariate kurtosis
- One-sided multivariate test for two population means with common unknown covariance matrices of high-dimensional data
- A powerful test for multivariate normality
- Estimation of patterned covariance in the multivariate linear models: an outer product least-squares approach
- Characterizations of multinormality and corresponding tests of fit, including for GARCH models
- A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry
- A characterization of multivariate normality through univariate projections
- Testing normality in any dimension by Fourier methods in a multivariate Stein equation
- Are You All Normal? It Depends!
- Two-sample multivariate tests for high-dimensional data when one covariance matrix is unknown
- On some algorithms for estimation in Gaussian graphical models
- Two tests for multivariate normality based on the characteristic function
- Limit distributions for measures of multivariate skewness and kurtosis based on projections
- Consistency of some tests for multivariate normality
- A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions
- Multiple comparisons of several heteroscedastic multivariate populations
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