Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242): 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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+Covariance regularization by thresholding
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+Adaptive Thresholding for Sparse Covariance Matrix Estimation
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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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+Optimal hypothesis testing for high dimensional covariance matrices
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+Optimal rates of convergence for covariance matrix estimation
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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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+Splitting a Single State of a Stationary Process into Markovian States
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+High dimensional covariance matrix estimation using a factor model
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+Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
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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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+On the distribution of the likelihood ratio test of equality of normal populations
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+Empirical likelihood ratio confidence regions
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+Estimating equations, empirical likelihood and constraints on parameters
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+Generalized Thresholding of Large Covariance Matrices
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+Some tests for the equality of covariance matrices
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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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+Testing the equality of several covariance matrices with fewer observations than the dimension
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+Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
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+Tests for covariance matrix with fixed or divergent dimension
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+Testing homogeneity of high-dimensional covariance matrices
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