Pages that link to "Item:Q424702"
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The following pages link to Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices (Q424702):
Displaying 36 items.
- Beyond universality in random matrix theory (Q303965) (← links)
- The Tracy-Widom law for the largest eigenvalue of F type matrices (Q309724) (← links)
- Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
- On the sphericity test with large-dimensional observations (Q367207) (← links)
- A new test for the proportionality of two large-dimensional covariance matrices (Q406556) (← links)
- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
- Testing proportionality of two large-dimensional covariance matrices (Q1623621) (← links)
- A supplement on CLT for LSS under a large dimensional generalized spiked covariance model (Q1642248) (← links)
- Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
- Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT (Q1991686) (← links)
- Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
- Random matrix-improved estimation of covariance matrix distances (Q2008220) (← links)
- Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- High-dimensional general linear hypothesis tests via non-linear spectral shrinkage (Q2203614) (← links)
- Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
- On testing for high-dimensional white noise (Q2284378) (← links)
- Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
- Testing for independence of large dimensional vectors (Q2328066) (← links)
- Independence test for high dimensional data based on regularized canonical correlation coefficients (Q2343952) (← links)
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955) (← links)
- Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
- Likelihood-based tests on moderate-high-dimensional mean vectors with unequal covariance matrices (Q2398414) (← links)
- High-dimensional testing for proportional covariance matrices (Q2418529) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
- Convergence of the empirical spectral distribution function of beta matrices (Q2515509) (← links)
- Asymptotic linear spectral statistics for spiked Hermitian random matrices (Q2516098) (← links)
- Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis (Q2683045) (← links)
- Testing linear hypotheses in high-dimensional regressions (Q2863100) (← links)
- Tests for high-dimensional covariance matrices (Q3387058) (← links)
- Testing Independence Among a Large Number of High-Dimensional Random Vectors (Q4975402) (← links)
- Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension (Q5155185) (← links)
- Exact test theory in Gaussian graphical models (Q6097560) (← links)
- A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)