Pages that link to "Item:Q5255311"
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The following pages link to Tests for High-Dimensional Covariance Matrices (Q5255311):
Displaying 50 items.
- Hypothesis tests for high-dimensional covariance structures (Q2042528) (← links)
- High-dimensional sphericity test by extended likelihood ratio (Q2051523) (← links)
- Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test (Q2057832) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches (Q2062798) (← links)
- Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration (Q2065270) (← links)
- A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix (Q2065308) (← links)
- Robust sphericity test in the panel data model (Q2070603) (← links)
- Asymptotic distribution of the maximum interpoint distance for high-dimensional data (Q2081743) (← links)
- Robust modified classical spherical tests in the presence of outliers (Q2093133) (← links)
- A high-dimensional test for multivariate analysis of variance under a low-dimensional factor structure (Q2100126) (← links)
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- A high-dimensional test on linear hypothesis of means under a low-dimensional factor model (Q2142461) (← links)
- Covariance matrix testing in high dimension using random projections (Q2155009) (← links)
- Estimation of multivariate dependence structures via constrained maximum likelihood (Q2163514) (← links)
- Testing proportionality of two high-dimensional covariance matrices (Q2189603) (← links)
- Statistical and computational limits for sparse matrix detection (Q2196237) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- Maximum pairwise Bayes factors for covariance structure testing (Q2233577) (← links)
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828) (← links)
- Two-sample test in high dimensions through random selection (Q2241999) (← links)
- A note on moment inequality for quadratic forms (Q2251689) (← links)
- Estimations for some functions of covariance matrix in high dimension under non-normality and its applications (Q2252884) (← links)
- Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
- Testing for high-dimensional network parameters in auto-regressive models (Q2283570) (← links)
- Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
- Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices (Q2288763) (← links)
- Projected tests for high-dimensional covariance matrices (Q2301103) (← links)
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
- Hypothesis testing for the identity of high-dimensional covariance matrices (Q2307394) (← links)
- Testing for sphericity in a fixed effects panel data model with time-varying variances (Q2311151) (← links)
- A feasible high dimensional randomization test for the mean vector (Q2317248) (← links)
- Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors (Q2317887) (← links)
- Test for high-dimensional correlation matrices (Q2328063) (← links)
- Testing for independence of large dimensional vectors (Q2328066) (← links)
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955) (← links)
- Detecting positive correlations in a multivariate sample (Q2345119) (← links)
- A new test for part of high dimensional regression coefficients (Q2348453) (← links)
- CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size (Q2348737) (← links)
- High-dimensional tests for spherical location and spiked covariance (Q2350053) (← links)
- High dimensional cross-sectional dependence test under arbitrary serial correlation (Q2360967) (← links)
- Calibration of the empirical likelihood for high-dimensional data (Q2393156) (← links)
- Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions (Q2400815) (← links)
- High-dimensional tests for functional networks of brain anatomic regions (Q2400816) (← links)
- High-dimensional general linear hypothesis testing under heteroscedasticity (Q2407078) (← links)
- Simultaneous testing of mean vector and covariance matrix for high-dimensional data (Q2407080) (← links)
- Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality (Q2418080) (← links)
- High-dimensional testing for proportional covariance matrices (Q2418529) (← links)
