Testing Independence via Spectral Moments
From MaRDI portal
Publication:4554535
DOI10.1007/978-3-319-49984-0_18zbMath1405.62063OpenAlexW2591616607MaRDI QIDQ4554535
Dietrich von Rosen, Martin Singull, Jolanta Pielaszkiewicz
Publication date: 14 November 2018
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-49984-0_18
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)
Related Items (1)
Cites Work
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
- A new test for sphericity of the covariance matrix for high dimensional data
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
- On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Some limit theorems for the eigenvalues of a sample covariance matrix
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- On some test criteria for covariance matrix
- A note on testing the covariance matrix for large dimension
- Likelihood Ratio Tests for High‐Dimensional Normal Distributions
- Testing for complete independence in high dimensions
- Tests for High-Dimensional Covariance Matrices
- An analysis of variance test for normality (complete samples)
- Multivariate Statistics
- Some tests for the equality of covariance matrices
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Testing Independence via Spectral Moments
