Modified Pillai's trace statistics for two high-dimensional sample covariance matrices

2 January 2020

Papers citing "Modified Pillai's trace statistics for two high-dimensional sample covariance matrices"

6 / 6 papers shown

Title
Asymptotic Linear Spectral Statistics for Spiked Hermitian Random Matrix Models Damien Passemier M. Mckay Yang Chen 81 12 0 26 Feb 2014
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation Yumou Qiu Songxi Chen 95 66 0 16 Aug 2012
Two sample tests for high-dimensional covariance matrices Jun Yu Li Songxi Chen 117 227 0 05 Jun 2012
Testing linear hypotheses in high-dimensional regressions Z. Bai Dandan Jiang J. Yao Shu-rong Zheng 80 29 0 05 Jun 2012
Optimal hypothesis testing for high dimensional covariance matrices Tommaso Cai Zongming Ma 109 112 0 18 May 2012
Corrections to LRT on Large Dimensional Covariance Matrix by RMT Z. Bai Dandan Jiang J. Yao Shu-rong Zheng 82 248 0 03 Feb 2009