Pages that link to "Item:Q2042528"
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The following pages link to Hypothesis tests for high-dimensional covariance structures (Q2042528):
Displaying 6 items.
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828) (← links)
- CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET (Q6095475) (← links)
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)
- Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix (Q6170542) (← links)
- Statistical inference under the strongly spiked eigenvalue model (Q6601514) (← links)
- Test for high-dimensional outliers with principal component analysis (Q6670084) (← links)
