On testing sphericity and identity of a covariance matrix with large dimensions

Author:

Ahmad M. R.

Publisher

Allerton Press

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference21 articles.

1. M. Rauf Ahmad, “A U-Statistic Approach for a High-Dimensional Two-Sample Mean Testing Problem under Non-Normality and Behrens–Fisher Setting”, Ann. Inst. Statist. Math. 66(1), 33–61 (2014a).

2. M. Rauf Ahmad, Location-Invariant and Non-Invariant Tests for Large Dimensional Covariance Matrices under Normality and Non-Normality, in Working Papers series (Uppsala University, Dept. Statist., 2014b), No. 2014:4.

3. M. Rauf Ahmad, “U-Tests for General Linear Hypotheses under Non-Normality and Heteroscedasticity”, J. Statist. Theory Practice 9 (3), 544–570 (2015a).

4. T. W. Anderson, An Introduction to Multivariate Statistical Analysis, 3rd ed. (Wiley, New York, 2003).

5. Y. Fujikoshi, V. V. Ulyanov, and R. Shimizu, Multivariate Statistics: High-Dimensional and Large-Sample Approximations (Wiley, New York, 2010).

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