Block-diagonal test for high-dimensional covariance matrices

Jiayu Lai, Xiaoyi Wang, Kaige Zhao, Shurong Zheng

Type: Article

Publication Date: 2022-12-26

Citations: 1

DOI: https://doi.org/10.1007/s11749-022-00842-x

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Works Cited by This (33)

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+	The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic	2012	Filipe J. Marques Carlos A. Coelho Paula A.A.P. Marques
+	Testing block‐diagonal covariance structure for high‐dimensional data	2015	Masashi Hyodo Nobumichi Shutoh Takahiro Nishiyama Tatjana Pavlenko
+	Likelihood Ratio Tests for High‐Dimensional Normal Distributions	2015	Tiefeng Jiang Yongcheng Qi
+	A hypothesis test for independence of sets of variates in high dimensions	2008	Zhengyan Lin Yanbiao Xiang
+	Testing the independence of sets of large-dimensional variables	2012	Dandan Jiang Zhidong Bai Shurong Zheng
+ PDF Chat	Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices	2011	Tommaso Cai Tiefeng Jiang
+	Asymptotic theory for maximum deviations of sample covariance matrix estimates	2013	Xiao Han Wei Biao Wu
+	Some optimal multivariate tests	1971	S. John
+	Testing for complete independence in high dimensions	2005	James R. Schott
+ PDF Chat	Some Tests Concerning the Covariance Matrix in High Dimensional Data	2005	Muni S. Srivastava