On testing sphericity and identity of a covariance matrix with large dimensions

DOI10.3103/S1066530716020034zbMath1349.62217MaRDI QIDQ324615

Mohammad Hasan, M. Dambrine

Publication date: 17 October 2016

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

non-normalityhigh-dimensional inferencecovariance testing

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (4)

A significance test of the RV coefficient in high dimensions ⋮ On the distribution of the \(\operatorname{T}^2\) statistic, used in statistical process monitoring, for high-dimensional data ⋮ A unified approach to testing mean vectors with large dimensions ⋮ Tests of zero correlation using modified RV coefficient for high-dimensional vectors

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