A new test for the proportionality of two large-dimensional covariance matrices

Baisen Liu, Lin Xu, Shurong Zheng, Guo‐Liang Tian

Type: Article

Publication Date: 2014-06-16

Citations: 18

DOI: https://doi.org/10.1016/j.jmva.2014.06.008

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Journal of Multivariate Analysis - View
The HKU Scholars Hub (University of Hong Kong) - View - PDF

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+ PDF Chat	Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices	1968	Nariaki Sugiura Hisao Nagao
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
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+	On monotonicity of the modified likelihood ratio test for the equality of two covariances	1978	Muni S. Srivastava C. G. Khatri E.M. Carter
+	A Bayesian approach to the multivariate Behrens-Fisher problem under the assumption of proportional covariance matrices	1993	D. G. Nel P. C. N. Groenewald
+ PDF Chat	Central limit theorems for linear spectral statistics of large dimensional F-matrices	2012	Shurong Zheng
+	Statistical inference of minimum rank factor analysis	2002	Alexander Shapiro Jos M. F. ten Berge
+	A test for proportional covariance matrices	1999	James R. Schott
+ PDF Chat	Some Tests Concerning the Covariance Matrix in High Dimensional Data	2005	Muni S. Srivastava
+	A new test for sphericity of the covariance matrix for high dimensional data	2010	Thomas J. Fisher Xiaoqian Sun Colin Gallagher