Pages that link to "Item:Q968483"
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The following pages link to Testing the equality of several covariance matrices with fewer observations than the dimension (Q968483):
Displayed 50 items.
- More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
- Inference for the mean of large \(p\) small \(n\) data: a finite-sample high-dimensional generalization of Hotelling's theorem (Q358893) (← links)
- Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices (Q394093) (← links)
- Testing the structure of the covariance matrix with fewer observations than the dimension (Q450870) (← links)
- On testing the equality of high dimensional mean vectors with unequal covariance matrices (Q520564) (← links)
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
- Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
- Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context (Q899373) (← links)
- Inference for high-dimensional differential correlation matrices (Q900795) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- A note on the unbiased estimator of \(\mathbf{\Sigma}^2\) (Q1687204) (← links)
- Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control (Q1694484) (← links)
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
- Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160) (← links)
- Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test (Q2057832) (← links)
- Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration (Q2065270) (← links)
- Test on the linear combinations of covariance matrices in high-dimensional data (Q2066518) (← links)
- A further study on Chen-Qin's test for two-sample Behrens-Fisher problems for high-dimensional data (Q2074641) (← links)
- A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA (Q2076144) (← links)
- Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885) (← links)
- Testing high-dimensional mean vector with applications. A normal reference approach (Q2165834) (← links)
- Contrastive latent variable modeling with application to case-control sequencing experiments (Q2170381) (← links)
- Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
- Two-sample tests for high-dimensional covariance matrices using both difference and ratio (Q2219224) (← links)
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828) (← links)
- Projected tests for high-dimensional covariance matrices (Q2301103) (← links)
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
- Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model (Q2317309) (← links)
- An exact test for a column of the covariance matrix based on a single observation (Q2392252) (← links)
- A calibration method for non-positive definite covariance matrix in multivariate data analysis (Q2397127) (← links)
- High-dimensional testing for proportional covariance matrices (Q2418529) (← links)
- Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← links)
- Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
- Testing the equality of multiple high-dimensional covariance matrices (Q2674609) (← links)
- Multiple Comparisons Among Mean Vectors When the Dimension is Larger Than the Total Sample Size (Q2876145) (← links)
- Tests for high-dimensional covariance matrices (Q3387058) (← links)
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings (Q4916945) (← links)
- (Q5011279) (← links)
- Graph-based two-sample tests for data with repeated observations (Q5037832) (← links)
- Hypothesis Testing in High-Dimensional Linear Regression: A Normal Reference Scale-Invariant Test (Q5041337) (← links)
- Simultaneous testing of the mean vector and covariance matrix among <i>k</i> populations for high-dimensional data (Q5079065) (← links)
- Robust tests of the equality of two high-dimensional covariance matrices (Q5081046) (← links)
- A new method for multi-sample high-dimensional covariance matrices test based on permutation (Q5092684) (← links)
- Multi-sample test for high-dimensional covariance matrices (Q5160245) (← links)
- Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering (Q5347400) (← links)
- High-dimensional multivariate repeated measures analysis with unequal covariance matrices (Q5964270) (← links)
- Use of Random Integration to Test Equality of High Dimensional Covariance Matrices (Q6069480) (← links)
- Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality (Q6106231) (← links)