Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188): Difference between revisions

@@ Property / cites work @@
+Q4272609
@@ Property / cites work: Q4272609 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4420195
@@ Property / cites work: Q4420195 / rank @@
+Normal rank
@@ Property / cites work @@
+Corrections to LRT on large-dimensional covariance matrix by RMT
+Normal rank
@@ Property / cites work @@
+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
+Normal rank
@@ Property / cites work @@
+Spectral analysis of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+Convergence to the semicircle law
@@ Property / cites work: Convergence to the semicircle law / rank @@
+Normal rank
@@ Property / cites work @@
+Eigenvalues of large sample covariance matrices of spiked population models
+Normal rank
@@ Property / cites work @@
+A study of two high-dimensional likelihood ratio tests under alternative hypotheses
+Normal rank
@@ Property / cites work @@
+CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size
+Normal rank
@@ Property / cites work @@
+Tests for High-Dimensional Covariance Matrices
@@ Property / cites work: Tests for High-Dimensional Covariance Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
+Normal rank
@@ Property / cites work @@
+A new test for sphericity of the covariance matrix for high dimensional data
+Normal rank
@@ Property / cites work @@
+High-dimensional covariance matrices in elliptical distributions with application to spherical test
+Normal rank
@@ Property / cites work @@
+Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
+Normal rank
@@ Property / cites work @@
+Q5623119
@@ Property / cites work: Q5623119 / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the largest eigenvalue in principal components analysis
+Normal rank
@@ Property / cites work @@
+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
+Normal rank
@@ Property / cites work @@
+Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application
+Normal rank
@@ Property / cites work @@
+Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size
+Normal rank
@@ Property / cites work @@
+On some test criteria for covariance matrix
@@ Property / cites work: On some test criteria for covariance matrix / rank @@
+Normal rank
@@ Property / cites work @@
+On high-dimensional sign tests
@@ Property / cites work: On high-dimensional sign tests / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
+Normal rank
@@ Property / cites work @@
+Tests for covariance matrices in high dimension with less sample size
+Normal rank
@@ Property / cites work @@
+A robust test for sphericity of high-dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+A note on the CLT of the LSS for sample covariance matrix from a spiked population model
+Normal rank
@@ Property / cites work @@
+On the sphericity test with large-dimensional observations
+Normal rank
@@ Property / cites work @@
+Large Sample Covariance Matrices and High-Dimensional Data Analysis
+Normal rank
@@ Property / cites work @@
+Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
+Normal rank