A note on testing the covariance matrix for large dimension (Q2567187): Difference between revisions

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+Q3796553
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+Q5623119
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+Some limit theorems for the eigenvalues of a sample covariance matrix
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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+Central limit theorems for sums of α-mixing random variables
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+Q3219581
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+On some test criteria for covariance matrix
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+A central limit theorem for \(m\)-dependent random variables
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+Statistical challenges in functional genomics. (With comments and a rejoinder).
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+The smallest eigenvalue of a large dimensional Wishart matrix
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