Variance-corrected tests for covariance structures with high-dimensional data

DOI10.1016/j.jmva.2017.08.003zbMath1381.62234OpenAlexW2755314712MaRDI QIDQ1679563

Guangyu Mao

Publication date: 9 November 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2017.08.003

zbMATH Keywords

heavy tailssphericity testhigh dimensionidentity testcovariance structures

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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