scholarly journals Invariant test based on the modified correction to LRT for the equality of two high-dimensional covariance matrices

2019 ◽  
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pp. 850-881 ◽  
Author(s):  
Qiuyan Zhang ◽  
Jiang Hu ◽  
Zhidong Bai
Keyword(s):  
Covariance Matrices ◽  
High Dimensional ◽  
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Empirical likelihood test for the equality of several high-dimensional covariance matrices

2021 ◽  
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Guili Liao ◽  
Liang Peng ◽  
Rongmao Zhang
Keyword(s):  
Empirical Likelihood ◽  
Covariance Matrices ◽  
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Global one-sample tests for high-dimensional covariance matrices

2021 ◽  
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Xiaoyi Wang ◽  
Baisen Liu ◽  
Ning-Zhong Shi ◽  
Guo-Liang Tian ◽  
Shurong Zheng
Keyword(s):  
Covariance Matrices ◽  
High Dimensional

scholarly journals Ridge estimation of inverse covariance matrices from high-dimensional data

2016 ◽  
Vol 103 ◽  
pp. 284-303 ◽  
Author(s):  
Wessel N. van Wieringen ◽  
Carel F.W. Peeters
Keyword(s):  
High Dimensional Data ◽  
Covariance Matrices ◽  
High Dimensional ◽  
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scholarly journals Estimating high dimensional covariance matrices: A new look at the Gaussian conjugate framework

2014 ◽  
Vol 131 ◽  
pp. 149-162 ◽  
Author(s):  
Alexis Hannart ◽  
Philippe Naveau
Keyword(s):  
Covariance Matrices ◽  
High Dimensional ◽  
New Look

scholarly journals Weighted Statistic in Detecting Faint and Sparse Alternatives for High-Dimensional Covariance Matrices

2017 ◽  
Vol 112 (517) ◽  
pp. 188-200 ◽  
Author(s):  
Qing Yang ◽  
Guangming Pan
Keyword(s):  
Covariance Matrices ◽  
High Dimensional

scholarly journals High-dimensional covariance matrices in elliptical distributions with application to spherical test

2019 ◽  
Vol 47 (1) ◽  
pp. 527-555 ◽  
Author(s):  
Jiang Hu ◽  
Weiming Li ◽  
Zhi Liu ◽  
Wang Zhou
Keyword(s):  
Covariance Matrices ◽  
High Dimensional ◽  
Elliptical Distributions
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