On the sphericity test with large-dimensional observations

v1v2 (latest)

On the sphericity test with large-dimensional observations

17 March 2013

ArXiv (abs)PDF HTML

Papers citing "On the sphericity test with large-dimensional observations"

11 / 11 papers shown

Title
A CLT for the difference of eigenvalue statistics of sample covariance matrices Nina Dórnemann Holger Dette 38 0 0 15 Jun 2023
Asymptotic independence of point process and Frobenius norm of a large sample covariance matrix Johannes Heiny Carolin Kleemann 54 0 0 27 Feb 2023
A CLT for the LSS of large dimensional sample covariance matrices with diverging spikes Zhijun Liu Jiang Hu Z. Bai Haiyan Song 54 7 0 12 Dec 2022
$Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when $p/n \to \infty$ and applications$ Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when $p/n \to \infty$ and applications Jiaxin Qiu Zeng Li Jianfeng Yao 53 9 0 14 Sep 2021
On testing for high-dimensional white noise Zeng Li Clifford Lam Jianfeng Yao Q. Yao 57 40 0 10 Aug 2018
High-dimensional covariance matrices in elliptical distributions with application to spherical test Jiang Hu Weiming Li Zhi Liu Wang Zhou 41 36 0 21 Mar 2018
Testing High-dimensional Covariance Matrices under the Elliptical Distribution and Beyond Xinxin Yang Xinghua Zheng Jiaqi Chen 60 17 0 13 Jul 2017
Hypergeometric Functions of Matrix Arguments and Linear Statistics of Multi-Spiked Hermitian Matrix Models Damien Passemier M. Mckay Yang Chen 105 6 0 03 Jun 2014
Asymptotic Linear Spectral Statistics for Spiked Hermitian Random Matrix Models Damien Passemier M. Mckay Yang Chen 103 12 0 26 Feb 2014
On estimation of the noise variance in high-dimensional probabilistic principal component analysis Damien Passemier Z. Li Jianfeng Yao 74 48 0 18 Aug 2013
$CLT for linear spectral statistics of random matrix $S^{-1}T$$ CLT for linear spectral statistics of random matrix $S^{-1}T$ Shu-rong Zheng Z. Bai Jianfeng Yao 72 4 0 07 May 2013