Testing the independence of sets of large-dimensional variables (Q1935713): Difference between revisions

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+https://doi.org/10.1007/s11425-012-4501-0
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+W1983891740
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+Q4420195
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+Q4267666
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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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+Spectral analysis of large dimensional random matrices
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+Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
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+Tests for High-Dimensional Covariance Matrices
@@ Property / cites work: Tests for High-Dimensional Covariance Matrices / rank @@
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+A High Dimensional Two Sample Significance Test
@@ Property / cites work: A High Dimensional Two Sample Significance Test / rank @@
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+High-dimensional asymptotic expansions for the distributions of canonical correlations
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+RELATIONS BETWEEN TWO SETS OF VARIATES
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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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+Two sample tests for high-dimensional covariance matrices
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+Testing for complete independence in high dimensions
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+The Limiting Eigenvalue Distribution of a Multivariate <i>F</i> Matrix
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+Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
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+On the Independence of k Sets of Normally Distributed Statistical Variables
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+Limiting behavior of the eigenvalues of a multivariate F matrix
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+Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
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