Pages that link to "Item:Q149043"

The following pages link to A new test for sphericity of the covariance matrix for high dimensional data (Q149043):

Displaying 28 items.

• covTestR (Q149044) (← links)
• Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
• Optimal-order bounds on the rate of convergence to normality in the multivariate delta method (Q276236) (← links)
• A note on tests for high-dimensional covariance matrices (Q310639) (← links)
• Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
• Identity tests for high dimensional data using RMT (Q391630) (← links)
• A new test for the proportionality of two large-dimensional covariance matrices (Q406556) (← links)
• On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size (Q643409) (← links)
• A robust test for sphericity of high-dimensional covariance matrices (Q746886) (← links)
• Testing the order of a population spectral distribution for high-dimensional data (Q1659483) (← links)
• A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
• Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
• The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
• Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160) (← links)
• High-dimensional sphericity test by extended likelihood ratio (Q2051523) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Robust sphericity test in the panel data model (Q2070603) (← links)
• Covariance matrix testing in high dimension using random projections (Q2155009) (← links)
• Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices (Q2288763) (← 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 independence of large dimensional vectors (Q2328066) (← links)
• CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size (Q2348737) (← links)
• A note on tests of sphericity and cross-sectional dependence for fixed effects panel model (Q2512350) (← links)
• An exact test about the covariance matrix (Q2637609) (← links)
• Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) (← links)
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)
• A bootstrap method for spectral statistics in high-dimensional elliptical models (Q6170616) (← links)