Asymptotic testing of covariance separability for matrix elliptical data

Fuente: arXiv
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Autori principali: Virta, Joni, Matsuda, Takeru
Natura: Preprint
Pubblicazione: 2026
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author Virta, Joni
Matsuda, Takeru
author_facet Virta, Joni
Matsuda, Takeru
contents We propose a new asymptotic test for the separability of a covariance matrix. The null distribution is valid in wide matrix elliptical model that includes, in particular, both matrix Gaussian and matrix $t$-distribution. The test is fast to compute and makes no assumptions about the component covariance matrices. An alternative, Wald-type version of the test is also proposed. Our simulations reveal that both versions of the test have good power even for heavier-tailed distributions and can compete with the Gaussian likelihood ratio test in the case of normal data.
format Preprint
id arxiv_https___arxiv_org_abs_2601_16684
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Asymptotic testing of covariance separability for matrix elliptical data
Virta, Joni
Matsuda, Takeru
Statistics Theory
Methodology
We propose a new asymptotic test for the separability of a covariance matrix. The null distribution is valid in wide matrix elliptical model that includes, in particular, both matrix Gaussian and matrix $t$-distribution. The test is fast to compute and makes no assumptions about the component covariance matrices. An alternative, Wald-type version of the test is also proposed. Our simulations reveal that both versions of the test have good power even for heavier-tailed distributions and can compete with the Gaussian likelihood ratio test in the case of normal data.
title Asymptotic testing of covariance separability for matrix elliptical data
topic Statistics Theory
Methodology
url https://arxiv.org/abs/2601.16684