Tests for covariance structures with high-dimensional repeated measurements

DOI10.1214/16-AOS1481zbMath1368.62153OpenAlexW2625332110MaRDI QIDQ2012932

Peter X.-K. Song, Wei Lan, Chih-Ling Tsai, Ping-Shou Zhong

Publication date: 3 August 2017

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1497319692

zbMATH Keywords

longitudinal datapanel datagoodness-of-fit testadjusted test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

Related Items (6)

Inference on covariance-mean regression ⋮ Adaptive Tests for Bandedness of High-dimensional Covariance Matrices ⋮ Test for high dimensional covariance matrices ⋮ Hypothesis testing on linear structures of high-dimensional covariance matrix ⋮ Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix ⋮ Hypothesis tests for high-dimensional covariance structures

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