On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality

Zhenzhen Niu, Jiang Hu, Zhidong Bai, Wei Gao

Type: Article

Publication Date: 2018-10-16

Citations: 4

DOI: https://doi.org/10.1016/j.spl.2018.10.008

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Statistics & Probability Letters - View

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Works Cited by This (20)

Action	Title	Year	Authors
+ PDF Chat	Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices	1968	Nariaki Sugiura Hisao Nagao
+	Likelihood Ratio Tests for High‐Dimensional Normal Distributions	2015	Tiefeng Jiang Yongcheng Qi
+	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices	1995	Jack W. Silverstein
+	Multivariate Statistics: A Vector Space Approach.	1985	Leon Jay Gleser Morris L. Eaton
+ PDF Chat	Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions	1969	Somesh Das Gupta
+ PDF Chat	A Regularized Hotelling’s<i>T</i><sup>2</sup>Test for Pathway Analysis in Proteomic Studies	2011	Lin S. Chen Debashis Paul Ross L. Prentice Pei Wang
+	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
+	An Introduction to Multivariate Statistical Analysis	1986	Robb J. Muirhead T. W. Anderson
+	Aspects of Multivariate Statistical Theory	1984	Leon Jay Gleser Robb J. Muirhead
+	Simultaneous testing of mean vector and covariance matrix for high-dimensional data	2017	Liu Zhong-ying Baisen Liu Shurong Zheng Ningzhong Shi