Regularized LRT for large scale covariance matrices: one sample problem (Q338414): Difference between revisions

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+Q3255781
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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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+A Regularized Hotelling’s<i>T</i><sup>2</sup>Test for Pathway Analysis in Proteomic Studies
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+Tests for High-Dimensional Covariance Matrices
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+Likelihood ratio tests for covariance matrices of 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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+A well-conditioned estimator for large-dimensional covariance matrices
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+A note on the CLT of the LSS for sample covariance matrix from a spiked population model
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+Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
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+Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
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