On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality

DOI10.1016/j.spl.2018.10.008zbMath1407.62203OpenAlexW2897808665MaRDI QIDQ1726809

Xianqiang Yang

Publication date: 20 February 2019

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

Full work available at URL: https://doi.org/10.1016/j.spl.2018.10.008

zbMATH Keywords

covariance matrixhigh-dimensionmean vectorsimultaneous testnon-Gaussian distributionRMT

Mathematics Subject Classification ID

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

Related Items (2)

A simultaneous test of mean vector and covariance matrix in high-dimensional settings ⋮ Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing

Cites Work

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