Tests for high-dimensional covariance matrices using the theory ofU-statistics

DOI10.1080/00949655.2014.948441zbMath1457.62176OpenAlexW2078907539MaRDI QIDQ5220895

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Publication date: 27 March 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2014.948441

zbMATH Keywords

high-dimensional data\(U\)-statisticssphericitycovariance testing

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review

Cites Work

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