Two sample tests for high-dimensional autocovariances (Q830592): Difference between revisions

From MaRDI portal
Changed an Item
Import241208061232 (talk | contribs)
Normalize DOI.
 
(5 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.csda.2020.107067 / rank
Normal rank
 
Property / describes a project that uses
 
Property / describes a project that uses: HDtest / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.csda.2020.107067 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3054327296 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean vector testing for high-dimensional dependent observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sparse seasonal and periodic vector autoregressive modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Periodic dynamic factor models: estimation approaches and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4882268 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistency of large dimensional sample covariance matrix under weak dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-Sample Test of High Dimensional Means Under Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for high-dimensional white noise using maximum cross-correlations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity / rank
 
Normal rank
Property / cites work
 
Property / cites work: A two-sample test for high-dimensional data with applications to gene-set testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Covariance and precision matrix estimation for high-dimensional time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for High-Dimensional Covariance Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems and bootstrap in high dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A two-step estimator for large approximate dynamic factor models based on Kalman filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing equality of stationary autocovariances / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long-Range Dependence and Self-Similarity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing Communities in Large Networks Using Random Walks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Communities in Networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap consistency for quadratic forms of sample averages with increasing dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral clustering and the high-dimensional stochastic blockmodel / rank
 
Normal rank
Property / cites work
 
Property / cites work: Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of large covariance and precision matrices from temporally dependent observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Why Are Big Data Matrices Approximately Low Rank? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of empirical eigenstructure for high dimensional spiked covariance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian approximation for high dimensional time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroscedasticity and Autocorrelation Robust Structural Change Detection / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.CSDA.2020.107067 / rank
 
Normal rank

Latest revision as of 04:28, 10 December 2024

scientific article
Language Label Description Also known as
English
Two sample tests for high-dimensional autocovariances
scientific article

    Statements

    Two sample tests for high-dimensional autocovariances (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    7 May 2021
    0 references
    high-dimensional time series
    0 references
    autocovariances
    0 references
    block multiplier bootstrap
    0 references
    dynamic factor models
    0 references
    principal components
    0 references
    hypothesis tests
    0 references
    0 references
    0 references
    0 references

    Identifiers