Testing diagonality of high-dimensional covariance matrix under non-normality

DOI10.1080/00949655.2017.1362405OpenAlexW2746689733MaRDI QIDQ5106997

Kai Xu

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2017.1362405

zbMATH Keywords

multivariate analysishigh-dimensional datadiagonality test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items (3)

Some correlation tests for vectors of large dimension ⋮ Block-diagonal test for high-dimensional covariance matrices ⋮ Significance test of clustering under high dimensional setting with applications to cancer data

Uses Software

• MIM

Cites Work

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