Some tests for the covariance matrix with fewer observations than the dimension under non-normality
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference20 articles.
1. Controlling the false discovery rate: a practical and powerful approach to multiple testing;Benjamini;J. Roy. Statist. Soc. Ser. B,1995
2. Bootstrap tests and confidence regions for functions of a covariance matrix;Beran;Ann. Statist.,1985
3. Monotonicity of the power functions of the modified likelihood ratio criteria for the homogeneity of variances and of the sphericity test;Carter;J. Multivariate Anal.,1977
4. Comparison of powers for the sphericity test using both the asymptotic distribution and the bootstrap;Chan;Commun. Stat.,1988
5. Properties of power functions of some tests concerning dispersion matrices of multivariate normal distributions;DasGupta;Ann. Math. Statist.,1969
Cited by 43 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. A test for the identity of a high-dimensional correlation matrix based on the ℓ4-norm;Journal of Statistical Planning and Inference;2023-07
2. Bayesian Model-Updating Implementation in a Five-Story Building;Buildings;2023-06-20
3. Likelihood Ratio Tests for Elaborate Covariance Structures and for MANOVA Models with Elaborate Covariance Structures—A Review;Journal of the Indian Institute of Science;2022-04-17
4. Selection of Loss Function in Covariance Structure Analysis: Case of the Spherical Model;Structural Equation Modeling: A Multidisciplinary Journal;2022-02-11
5. Some correlation tests for vectors of large dimension;Communications in Statistics - Theory and Methods;2021-07-08
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3