Identity tests for high dimensional data using RMT (Q391630): Difference between revisions

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+Q4420195
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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+Q4882268
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+Normal rank
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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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+Functional CLT for sample covariance matrices
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+A note on testing the covariance matrix for large dimension
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+Tests for High-Dimensional Covariance Matrices
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+A new test for sphericity of the covariance matrix for high dimensional data
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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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+A hypothesis test for independence of sets of variates in high dimensions
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+Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
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+Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
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+Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
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+A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
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+On the empirical distribution of eigenvalues of a class of large dimensional random matrices
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