An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532): Difference between revisions

@@ Property / author @@
-Xin Sheng Zhang
@@ Property / author: Xin Sheng Zhang / rank @@
-Normal rank
@@ Property / author @@
+Xin Sheng Zhang
@@ Property / author: Xin Sheng Zhang / rank @@
+Normal rank
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+A robust testing procedure for the equality of covariance matrices
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+On some test criteria for covariance matrix
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+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
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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 equality of several covariance matrices with fewer observations than the dimension
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+An extreme-value approach for testing the equality of large U-statistic based correlation matrices
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+Asymptotic distribution of the largest off-diagonal entry of correlation matrices
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@@ Property / Wikidata QID: Q128300268 / rank @@
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