Modifications of Wald's score tests on large dimensional covariance matrices structure

Dandan Jiang, QiBin Zhang

Type: Preprint

Publication Date: 2016-01-01

Citations: 0

DOI: https://doi.org/10.48550/arxiv.1602.08548

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+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein
+ PDF Chat	Central limit theorems for linear spectral statistics of large dimensional F-matrices	2012	Shurong Zheng
+	Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing	2015	Shurong Zheng Zhidong Bai Jianfeng Yao
+	Some optimal multivariate tests	1971	S. John
+ PDF Chat	Some Tests Concerning the Covariance Matrix in High Dimensional Data	2005	Muni S. Srivastava
+	An Introduction to Multivariate Statistical Analysis	1986	Robb J. Muirhead T. W. Anderson
+ PDF Chat	On Some Test Criteria for Covariance Matrix	1973	Hisao Nagao
+	Large sample tests of statistical hypotheses concerning several parameters with applications to problems of estimation	1948	C. Radhakrishna Rao
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