Tests for Large-Dimensional Shape Matrices via Tyler’s M Estimators-Reference-Cited by-同舟云学术

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Tests for Large-Dimensional Shape Matrices via Tyler’s M Estimators

Published:2024-05-24 Issue: Volume: Page:1-14
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Li Runze¹^ORCID,Li Weiming²,Wang Qinwen³

Affiliation:

1. Department of Statistics, Pennsylvania State University, University Park, PA

2. School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, P.R. China

3. School of Data Science, Fudan University, Shanghai, P.R. China

Funder

US National Institutes of Health

NSFC

Natural Science Foundation of Shanghai

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/01621459.2024.2350573

Reference38 articles.

1. Anderson, T. W. (1984), An Introduction to Multivariate Statistical Analysis, New York: Wiley.

2. Corrections to LRT on large-dimensional covariance matrix by RMT

3. On asymptotics of eigenvectors of large sample covariance matrix

4. CLT for linear spectral statistics of large-dimensional sample covariance matrices

5. Spectral Analysis of Large Dimensional Random Matrices

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