On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198): Difference between revisions

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+.01673
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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+Q5830931
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+Statistics for high-dimensional data. Methods, theory and applications.
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+Null distribution of the sum of squared \(z\)-transforms in testing complete independence
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+Tests for High-Dimensional Covariance Matrices
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+Semilinear High-Dimensional Model for Normalization of Microarray Data
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+Multivariate Statistics
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+Testing the independence of sets of large-dimensional variables
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+Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
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+Likelihood Ratio Tests for High‐Dimensional Normal Distributions
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+A new test of independence for high-dimensional data
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+Some tests for the equality of covariance matrices
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+Testing for complete independence in high dimensions
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+A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
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+Testing the structure of the covariance matrix with fewer observations than the dimension
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+Q129811935
@@ Property / Wikidata QID: Q129811935 / rank @@
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