Testing covariance structure of large-dimensional data based on Wald’s score test

DOI10.1142/S2010326317500095zbMath1373.62276OpenAlexW2625667965MaRDI QIDQ5359047

Yong-Chang Hui, Dandan Jiang, Qibin Zhang

Publication date: 22 September 2017

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s2010326317500095

zbMATH Keywords

random matrix theorylarge dimensional datacovariance structure testsWald's score test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

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