Pages that link to "Item:Q2561451"

The following pages link to On some test criteria for covariance matrix (Q2561451):

Displaying 45 items.

• Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← links)
• A note on testing the covariance matrix for large dimension (Q2567187) (← links)
• An exact test about the covariance matrix (Q2637609) (← links)
• A distance between multivariate normal distributions based in an embedding into the Siegel group (Q2640280) (← links)
• Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) (← links)
• Testing high-dimensional covariance matrices under the elliptical distribution and beyond (Q2658752) (← links)
• Criterion for the Selection of a Working Correlation Structure in the Generalized Estimating Equation Approach for Longitudinal Balanced Data (Q2890114) (← links)
• Tests for high-dimensional covariance matrices (Q3387058) (← links)
• Global one-sample tests for high-dimensional covariance matrices (Q3389616) (← links)
• Tests and estimates of shape based on spatial signs and ranks (Q3611824) (← links)
• Asymptotic non-null distribution for the locally most powerful invariant test for sphericity (Q3678459) (← links)
• A Method for Improving the Large-Sample Chi-Squared Approximations to Some Multivariate Test Statistics (Q4353744) (← links)
• Testing Independence via Spectral Moments (Q4554535) (← links)
• A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise (Q4632469) (← links)
• Exact Nonnull Distributions of Sphericity Tests for Trivariate Normal Population with Power Comparison (Q4715615) (← links)
• Testing identity of high-dimensional covariance matrix (Q4960708) (← links)
• Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality (Q4976251) (← links)
• A semiparametric graphical modelling approach for large-scale equity selection (Q5001189) (← links)
• Independence test in high-dimension using distance correlation and power enhancement technique (Q5077492) (← links)
• Testing diagonality of high-dimensional covariance matrix under non-normality (Q5106997) (← links)
• Multi-sample test for high-dimensional covariance matrices (Q5160245) (← links)
• Tests for high-dimensional covariance matrices using the theory of<i>U</i>-statistics (Q5220895) (← links)
• Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality (Q5265837) (← links)
• Testing covariance structure of large-dimensional data based on Wald’s score test (Q5359047) (← links)
• Testing sphericity using small samples (Q5402492) (← links)
• Location‐invariant Multi‐sample <i>U</i>‐tests for Covariance Matrices with Large Dimension (Q5738838) (← links)
• Invariant Polynomials and Related Tests (Q5750167) (← links)
• Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations (Q5750168) (← links)
• Power Function Studies (Q5750172) (← links)
• Rao's statistic for homogeneity of multiple parameter (Q5943796) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• Bartlett correction to the likelihood ratio test for MCAR with two‐step monotone sample (Q6088216) (← links)
• Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding (Q6108302) (← links)
• A copula spectral test for pairwise time reversibility (Q6133833) (← links)
• Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications (Q6136598) (← links)
• Contiguity under high-dimensional Gaussianity with applications to covariance testing (Q6138900) (← links)
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)
• Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
• Dimension-agnostic inference using cross U-statistics (Q6178581) (← links)
• Sharp optimality for high-dimensional covariance testing under sparse signals (Q6183765) (← links)
• A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
• Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
• Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics (Q6550967) (← links)
• Statistical Inferences for Complex Dependence of Multimodal Imaging Data (Q6567943) (← links)
• A new method of testing mutual independence (Q6588648) (← links)