Pages that link to "Item:Q150754"

The following pages link to Two sample tests for high-dimensional covariance matrices (Q150754):

Displaying 50 items.

• Optimal covariance change point localization in high dimensions (Q97725) (← links)
• equalCovs (Q150755) (← links)
• On two simple and effective procedures for high dimensional classification of general populations (Q284189) (← links)
• Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
• A high dimensional two-sample test under a low dimensional factor structure (Q495362) (← links)
• Testing block-diagonal covariance structure for high-dimensional data under non-normality (Q512027) (← links)
• On testing the equality of high dimensional mean vectors with unequal covariance matrices (Q520564) (← links)
• A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
• A note on high-dimensional two-sample test (Q894570) (← links)
• Inference for high-dimensional differential correlation matrices (Q900795) (← links)
• Change-point detection in high-dimensional covariance structure (Q1616311) (← links)
• A high-dimensional two-sample test for the mean using random subspaces (Q1623444) (← links)
• On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070) (← links)
• Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
• A test for equality of two distributions via jackknife empirical likelihood and characteristic functions (Q1663149) (← links)
• Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control (Q1694484) (← links)
• An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
• Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
• Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
• Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT (Q1991686) (← links)
• Robust multivariate nonparametric tests via projection averaging (Q1996775) (← links)
• Test for high dimensional covariance matrices (Q1996783) (← links)
• Generalized Schott type tests for complete independence in high dimensions (Q2022562) (← links)
• A high dimensional nonparametric test for proportional covariance matrices (Q2034477) (← links)
• A comprehensive treatment of quadratic-form-based inference in repeated measures designs under diverse asymptotics (Q2044427) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← 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)
• Test on the linear combinations of covariance matrices in high-dimensional data (Q2066518) (← links)
• Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (Q2091835) (← links)
• Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum (Q2101405) (← links)
• Testing hypotheses about covariance matrices in general MANOVA designs (Q2123260) (← links)
• Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
• Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction (Q2140870) (← links)
• Covariance matrix testing in high dimension using random projections (Q2155009) (← links)
• Contrastive latent variable modeling with application to case-control sequencing experiments (Q2170381) (← links)
• Testing proportionality of two high-dimensional covariance matrices (Q2189603) (← links)
• Multivariate tests of independence and their application in correlation analysis between financial markets (Q2196137) (← links)
• Two-sample tests for high-dimensional covariance matrices using both difference and ratio (Q2219224) (← links)
• Test for high-dimensional mean vector under missing observations (Q2237813) (← 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)
• A global homogeneity test for high-dimensional linear regression (Q2263711) (← links)
• Accurate inference for repeated measures in high dimensions (Q2283568) (← links)
• Dynamic linear discriminant analysis in high dimensional space (Q2295032) (← 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)
• Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955) (← links)