High-dimensional tests for spherical location and spiked covariance

DOI10.1016/j.jmva.2015.02.019zbMath1328.62325arXiv1402.2823OpenAlexW2061572983MaRDI QIDQ2350053

Christophe Ley, Thomas Verdebout, Davy Paindaveine

Publication date: 18 June 2015

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

Full work available at URL: https://arxiv.org/abs/1402.2823

zbMATH Keywords

principal component analysishigh-dimensional datadirectional statisticsspherical meanrotationally symmetric distributionslocation tests

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Hypothesis testing in multivariate analysis (62H15)

Related Items (4)

Detecting the direction of a signal on high-dimensional spheres: non-null and Le Cam optimality results ⋮ Recent advances in directional statistics ⋮ A note on high-dimensional two-sample test ⋮ An inverse norm weight spatial sign test for high-dimensional directional data

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