Pages that link to "Item:Q1879895"
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The following pages link to The asymptotic distributions of the largest entries of sample correlation matrices. (Q1879895):
Displaying 50 items.
- Two-directional simultaneous inference for high-dimensional models (Q79412) (← links)
- More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
- Sharp minimax tests for large covariance matrices and adaptation (Q309553) (← links)
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- Phase transition in limiting distributions of coherence of high-dimensional random matrices (Q413738) (← links)
- Change-point analysis in increasing dimension (Q444964) (← links)
- On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix (Q444980) (← links)
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Spectral statistics of large dimensional Spearman's rank correlation matrix and its application (Q892251) (← links)
- Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
- Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles (Q1017901) (← links)
- Asymptotic power of Rao's score test for independence in high dimensions (Q1715529) (← links)
- Testing independence in high dimensions with sums of rank correlations (Q1747739) (← links)
- Testing independence with high-dimensional correlated samples (Q1750290) (← links)
- Maxima of entries of Haar distributed matrices (Q1765120) (← links)
- High-dimensional consistent independence testing with maxima of rank correlations (Q1996766) (← links)
- Test for high dimensional covariance matrices (Q1996783) (← links)
- Generalized Schott type tests for complete independence in high dimensions (Q2022562) (← links)
- Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series (Q2074296) (← links)
- Asymptotic analysis for extreme eigenvalues of principal minors of random matrices (Q2075335) (← links)
- Asymptotic distribution of the maximum interpoint distance for high-dimensional data (Q2081743) (← links)
- Large sample correlation matrices: a comparison theorem and its applications (Q2082651) (← links)
- The asymptotic distributions of the largest entries of sample correlation matrices under an \(\alpha\)-mixing assumption (Q2106858) (← links)
- On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066) (← links)
- Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← links)
- Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
- Sequential change point detection in high dimensional time series (Q2154962) (← links)
- Limiting behavior of largest entry of random tensor constructed by high-dimensional data (Q2209327) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- Point process convergence for the off-diagonal entries of sample covariance matrices (Q2240824) (← links)
- Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
- Largest entries of sample correlation matrices from equi-correlated normal populations (Q2280559) (← links)
- Tracy-Widom limit for Kendall's tau (Q2284382) (← links)
- The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization (Q2378634) (← links)
- A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
- Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices (Q2447336) (← links)
- Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660) (← links)
- Some strong limit theorems for the largest entries of sample correlation matrices (Q2494587) (← links)
- Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
- The entries of circular orthogonal ensembles (Q3069115) (← links)
- Asymptotic distribution of the largest off-diagonal entry of correlation matrices (Q3595021) (← links)
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings (Q4916945) (← links)
- A semiparametric graphical modelling approach for large-scale equity selection (Q5001189) (← links)
- Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models (Q5004034) (← links)
- Spectral Properties of Rescaled Sample Correlation Matrix (Q5041343) (← links)
- Hypothesis Testing for Block-structured Correlation for High Dimensional Variables (Q5066769) (← links)
- On high-dimensional tests for mutual independence based on Pearson’s correlation coefficient (Q5077444) (← links)
