A note on the unbiased estimator of \(\mathbf{\Sigma}^2\)

DOI10.1016/j.spl.2017.05.014zbMath1457.62175OpenAlexW2620801323MaRDI QIDQ1687204

Jia Guo, Bu Zhou

Publication date: 22 December 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.05.014

zbMATH Keywords

covariance matrixU-statisticshigh-dimensional dataunbiased estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Cites Work

• Unnamed Item
• On testing the equality of high dimensional mean vectors with unequal covariance matrices
• A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
• Analysis of high-dimensional repeated measures designs: the one sample case
• Testing the equality of several covariance matrices with fewer observations than the dimension
• On the \(k\)-sample Behrens-Fisher problem for high-dimensional data
• Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
• A two-sample test for high-dimensional data with applications to gene-set testing
• A New Test on High-Dimensional Mean Vector Without Any Assumption on Population Covariance Matrix
• Tests for High-Dimensional Covariance Matrices

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