Optimal hypothesis testing for high dimensional covariance matrices (Q2435246): Difference between revisions

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+Q4420195
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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+A note on testing the covariance matrix for large dimension
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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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+Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
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+Two sample tests for high-dimensional covariance matrices
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+Tests for High-Dimensional Covariance Matrices
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+On the Departure from Normality of a Certain Class of Martingales
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+Probability Inequalities for Sums of Bounded Random Variables
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+Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
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+On the distribution of the largest eigenvalue in principal components analysis
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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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+Q3219581
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+On some test criteria for covariance matrix
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+Asymptotic power of sphericity tests for high-dimensional data
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+Q3255972
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