Covariance matrix testing in high dimension using random projections (Q2155009): Difference between revisions

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+Q4420195
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+High-dimensional statistical inference: Theoretical development to data analytics
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+Optimal Bounds for Johnson-Lindenstrauss Transformations
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+Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
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+Covariate-adjusted precision matrix estimation with an application in genetical genomics
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+Random-projection Ensemble Classification
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+Tests for High-Dimensional Covariance Matrices
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+On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
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+A new test for sphericity of the covariance matrix for high dimensional data
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+A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
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+The distribution of a statistic used for testing sphericity of normal distributions
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+Extensions of Lipschitz mappings into a Hilbert space
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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+Two sample tests for high-dimensional covariance matrices
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+On some test criteria for covariance matrix
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+Hypothesis testing for the identity of high-dimensional covariance matrices
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+Methods of Multivariate Analysis
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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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+Tests for covariance matrices in high dimension with less sample size
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+Random Projections for Large-Scale Regression
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+Q3096207
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+Projected tests for high-dimensional covariance matrices
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+Direct estimation of differential networks
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