Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings

DOI10.1016/j.jmva.2022.105049OpenAlexW4283364895MaRDI QIDQ2079602

Katarzyna Filipiak, Jolanta Pielaszkiewicz, Daniel Klein

Publication date: 30 September 2022

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105049

zbMATH Keywords

likelihood ratio testcompound symmetry structurehigh-dimensional asymptoticsRao score testlarge dimensional asymptotics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15)

Related Items (1)

Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix

Uses Software

• DLMF
• GitHub
• CharFunTool

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