Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model (Q2317309): Difference between revisions

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+Two-Stage Procedures for High-Dimensional Data
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+Two-sample tests for high-dimension, strongly spiked eigenvalue models
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+Q4882268
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+A two-sample test for high-dimensional data with applications to gene-set testing
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+A two-sample test for high-dimension, low-sample-size data under the strongly spiked eigenvalue model
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+A High-Dimensional Two-Sample Test for Non-Gaussian Data under a Strongly Spiked Eigenvalue Model
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+Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context
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+PCA consistency in high dimension, low sample size context
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+Two sample tests for high-dimensional covariance matrices
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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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+The statistics and mathematics of high dimension low sample size asymptotics
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+Testing the equality of several covariance matrices with fewer observations than the dimension
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+Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix
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+Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
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+PCA consistency for the power spiked model in high-dimensional settings
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+Publication:2317309