Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices

Keyphrases

• Quadratic Forms 100%
• High-dimensional Covariance Matrix 100%
• Low Power 40%
• Joint Distribution 40%
• Asymptotic Size 40%
• Combined Method 40%
• Gaussian Assumption 40%
• Weighted Combination 40%
• Statistical Analysis 20%
• Full Potential 20%
• Simulation Study 20%
• Lyapunov 20%
• Test Statistic 20%
• Real Application 20%
• Scale Invariant 20%
• Finite Sample Performance 20%
• Fisher's Method 20%
• Asymptotic Power 20%
• High-dimensional Data 20%
• Large Covariance Matrix 20%
• General Alternatives 20%
• Sparse Alternatives 20%
• Dense Alternatives 20%
• Power-aware Testing 20%

Mathematics

• Covariance Matrix 100%
• Probability Theory 100%
• Quadratic Form 100%
• Asymptotics 66%
• Gaussian Distribution 33%
• Joint Distribution 33%
• Low Power 33%
• Simulation Study 16%
• Test Statistic 16%
• Statistical Analysis 16%
• Supplementary Material 16%
• Dimensional Data 16%
• Past Decade 16%