Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality

By Ahmad M. Rauf   Rosen Dietrich Von  

Communications in Statistics: Theory and Methods, Vol. 44, Iss. 7, 2015-04 ,pp. : 1387-1398

Taylor & Francis Ltd

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Tests for high-dimensional covariance matrices using the theory of U-statistics

By Ahmad M. Rauf   Rosen D. von  

Journal of Statistical Computation and Simulation, Vol. 85, Iss. 13, 2015-09 ,pp. : 2619-2631

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Limiting Spectral Distribution for Large Sample Covariance Matrices with m-Dependent Elements

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Communications in Statistics: Theory and Methods, Vol. 39, Iss. 6, 2010-01 ,pp. : 935-941

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Distribution of Fisher's combination statistic when the tests are dependent

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Journal of Statistical Computation and Simulation, Vol. 80, Iss. 1, 2010-01 ,pp. : 1-12

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Multivariate Two-Sided Tests for Normal Mean Vectors with Unknown Covariance Matrix

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Communications in Statistics: Simulation and Computation, Vol. 42, Iss. 1, 2013-01 ,pp. : 183-201

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