Asymptotically independent U-statistics in high-dimensional testing (Q2656592): Difference between revisions

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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+Q4882268
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+Regularized estimation of large covariance matrices
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+Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
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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 Test of High Dimensional Means Under Dependence
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+Optimal hypothesis testing for high dimensional covariance matrices
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+Two-sample and ANOVA tests for high dimensional means
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+A two-sample test for high-dimensional data with applications to gene-set testing
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+Tests for High-Dimensional Covariance Matrices
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+Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
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+Higher criticism for detecting sparse heterogeneous mixtures.
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+Higher criticism for large-scale inference, especially for rare and weak effects
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+Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
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+Power Enhancement in High-Dimensional Cross-Sectional Tests
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+Spatial statistics and modeling. Translated from the French by Kevin Bleakley.
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+Testing Against a High Dimensional Alternative
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+A Two-Sample Test for Equality of Means in High Dimension
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+Innovated higher criticism for detecting sparse signals in correlated noise
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+On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
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+Asymptotic distribution of sum and maximum for Gaussian processes
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+A Class of Statistics with Asymptotically Normal Distribution
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+A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables
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+Limit distribution of the sum and maximum from multivariate Gaussian sequences
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+The asymptotic distributions of the largest entries of sample correlation matrices.
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+Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
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+On the distribution of the largest eigenvalue in principal components analysis
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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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+Testing independence in high dimensions with sums of rank correlations
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+Two sample tests for high-dimensional covariance matrices
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+The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
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+Asymptotic distribution for the sum and maximum of Gaussian processes
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+Q3219581
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+Inference on the shape of elliptical distributions based on the MCD
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+Universality results for the largest eigenvalues of some sample covariance matrix ensembles
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+On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
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+Some mixing properties of time series models
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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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+Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices
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+A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
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+A test for the mean vector with fewer observations than the dimension
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+Testing the equality of several covariance matrices with fewer observations than the dimension
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+Statistical significance for genomewide studies
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+An Adaptive Test on High-dimensional Parameters in Generalized Linear Models
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+Testing differential networks with applications to the detection of gene-gene interactions
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+An adaptive two-sample test for high-dimensional means
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+Tests for High-Dimensional Regression Coefficients With Factorial Designs
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+Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
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