JOURNAL ARTICLE

Hypothesis testing for high-dimensional covariance matrices

Weiming LiYingli Qin

Year: 2014 Journal:   Journal of Multivariate Analysis Vol: 128 Pages: 108-119   Publisher: Elsevier BV
Keywords:
Mathematics Identity matrix Dimension (graph theory) Covariance matrix Covariance Estimation of covariance matrices Statistics Sample size determination Law of total covariance Statistical hypothesis testing Covariance function Applied mathematics Matrix (chemical analysis) Matérn covariance function Scatter matrix Sample (material) Covariance intersection Combinatorics Eigenvalues and eigenvectors

Metrics

24
Cited By
2.59
FWCI (Field Weighted Citation Impact)
33
Refs
0.90
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Random Matrices and Applications
Physical Sciences →  Mathematics →  Statistics and Probability
Bayesian Methods and Mixture Models
Physical Sciences →  Computer Science →  Artificial Intelligence
Advanced Combinatorial Mathematics
Physical Sciences →  Mathematics →  Discrete Mathematics and Combinatorics

Related Documents

JOURNAL ARTICLE

Optimal hypothesis testing for high dimensional covariance matrices

Tommaso CaiZongming Ma

Journal:   Bernoulli Year: 2013 Vol: 19 (5B)
JOURNAL ARTICLE

Hypothesis testing for the identity of high-dimensional covariance matrices

Manling QianTao LiErqian LiMaozai Tian

Journal:   Statistics & Probability Letters Year: 2020 Vol: 161 Pages: 108699-108699
JOURNAL ARTICLE

Power computation for hypothesis testing with high-dimensional covariance matrices

Ruitao LinLiu Zhong-yingShurong ZhengGuosheng Yin

Journal:   Computational Statistics & Data Analysis Year: 2016 Vol: 104 Pages: 10-23
JOURNAL ARTICLE

Testing linear hypothesis of high-dimensional means with unequal covariance matrices

Mingxiang CaoShiting LiangDaojiang HeKai Xu

Journal:   Journal of the Korean Statistical Society Year: 2021 Vol: 51 (2)Pages: 526-541
JOURNAL ARTICLE

High-dimensional testing for proportional covariance matrices

Koji TsukudaShun Matsuura

Journal:   Journal of Multivariate Analysis Year: 2019 Vol: 171 Pages: 412-420
© 2026 ScienceGate Book Chapters — All rights reserved.