Hypothesis Testing for Block-structured Correlation for High Dimensional Variables (Q5066769): Difference between revisions

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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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+Spectral analysis of large dimensional random matrices
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+Test of independence for high-dimensional random vectors based on freeness in block correlation matrices
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+Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
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+Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
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+Power Enhancement in High-Dimensional Cross-Sectional Tests
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+Empirical Bayes estimation of the multivariate normal covariance matrix
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+The asymptotic distributions of the largest entries of sample correlation matrices.
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+Testing the independence of sets of large-dimensional variables
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+Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+On high-dimensional sign tests
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+Testing for complete independence in high dimensions
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+Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
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+Forward Regression for Ultra-High Dimensional Variable Screening
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+On the Independence of k Sets of Normally Distributed Statistical Variables
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+Asymptotic theory for maximum deviations of sample covariance matrix estimates
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+Testing block-diagonal covariance structure for high-dimensional data under non-normality
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+Asymptotic distribution of the largest off-diagonal entry of correlation matrices
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