Pages that link to "Item:Q149039"
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The following pages link to A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039):
Displaying 50 items.
- A new test for sphericity of the covariance matrix for high dimensional data (Q149043) (← links)
- covTestR (Q149044) (← links)
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size (Q643409) (← links)
- Heteroscedastic linear feature extraction based on sufficiency conditions (Q645911) (← links)
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
- Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
- Inference for high-dimensional differential correlation matrices (Q900795) (← links)
- Testing the equality of several covariance matrices with fewer observations than the dimension (Q968483) (← links)
- Corrections to LRT on large-dimensional covariance matrix by RMT (Q1043713) (← links)
- Discrete nonlinear excitations on an inhomogeneous lattice in a spatially linear potential (Q1128119) (← links)
- A high-dimensional two-sample test for the mean using random subspaces (Q1623444) (← links)
- On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control (Q1694484) (← links)
- High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
- Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration (Q2065270) (← links)
- Two-sample tests for multivariate repeated measurements of histogram objects with applications to wearable device data (Q2080753) (← links)
- Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum (Q2101405) (← links)
- Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
- CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (Q2146455) (← links)
- Covariance matrix testing in high dimension using random projections (Q2155009) (← links)
- Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
- Two-sample tests for high-dimensional covariance matrices using both difference and ratio (Q2219224) (← links)
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828) (← links)
- Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
- Projected tests for high-dimensional covariance matrices (Q2301103) (← links)
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
- Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model (Q2317309) (← links)
- Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors (Q2317887) (← links)
- Location-invariant tests of homogeneity of large-dimensional covariance matrices (Q2321809) (← links)
- An exact test for a column of the covariance matrix based on a single observation (Q2392252) (← links)
- High-dimensional tests for functional networks of brain anatomic regions (Q2400816) (← links)
- High-dimensional testing for proportional covariance matrices (Q2418529) (← links)
- Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← links)
- Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
- Testing the equality of multiple high-dimensional covariance matrices (Q2674609) (← links)
- Testing linear hypotheses in high-dimensional regressions (Q2863100) (← links)
- Tests for mean vectors in high dimension (Q2870766) (← links)
- Tests for high-dimensional covariance matrices (Q3387058) (← links)
- Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657) (← links)
- Testing Independence via Spectral Moments (Q4554535) (← links)
- A study of two high-dimensional likelihood ratio tests under alternative hypotheses (Q4603582) (← links)
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings (Q4916945) (← links)
- Biplot methodology in exploratory analysis of microarray data (Q4969669) (← links)
- Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality (Q4976251) (← links)
- Graph-based two-sample tests for data with repeated observations (Q5037832) (← links)
- Robust tests of the equality of two high-dimensional covariance matrices (Q5081046) (← links)
