On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
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Publication:643409
DOI10.1016/j.jspi.2011.07.019zbMath1229.62076OpenAlexW1971771565MaRDI QIDQ643409
Publication date: 28 October 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.07.019
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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
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
- On some test criteria for covariance matrix
- Testing for complete independence in high dimensions
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