Testing proportionality of two large-dimensional covariance matrices-Reference-Cited by-同舟云学术

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Testing proportionality of two large-dimensional covariance matrices

Published:2014-10 Issue: Volume:78 Page:43-55
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Xu Lin,Liu Baisen,Zheng Shurong,Bao Shaokun

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference22 articles.

1. Corrections to LRT on large-dimensional covariance matrix by RMT;Bai;Ann. Statist.,2009

2. Spectral Analysis of Large-dimensional Random Matrices;Bai,2006

3. Theory of Multivariate Statistics;Bilodeau,1999

4. Statistical Inference;Casella,2002

5. An application of disrimination when covariance matrices are proportional;Dargahi-Noubary;Scand. J. Stat.,1981

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components;Journal of Multivariate Analysis;2021-11

2. High-dimensional proportionality test of two covariance matrices and its application to gene expression data;Statistical Theory and Related Fields;2021-10-06

3. A high dimensional nonparametric test for proportional covariance matrices;Journal of Multivariate Analysis;2021-07

4. Testing proportionality of two high-dimensional covariance matrices;Computational Statistics & Data Analysis;2020-10

5. High-dimensional testing for proportional covariance matrices;Journal of Multivariate Analysis;2019-05

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