Adjusting for confounders in cross-correlation analysis: an application to resting state networks (Q721615): Difference between revisions

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+Q3796553
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models
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+The uniform convergence of autocovariances
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+An Asymptotic | chi 2 Test for the Equality of Two Correlation Matrices
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+CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS
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+On some test criteria for covariance matrix
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+Asymptotic covariance structure of serial correlations in multivariate time series
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+Testing the equality of correlation matrices when sample correlation matrices are dependent
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+Inferences on correlation coefficients in some classes of nonnormal distributions
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