Pages that link to "Item:Q2252884"
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The following pages link to Estimations for some functions of covariance matrix in high dimension under non-normality and its applications (Q2252884):
Displayed 16 items.
- On testing sphericity and identity of a covariance matrix with large dimensions (Q324615) (← links)
- Linear hypothesis testing in high-dimensional one-way MANOVA (Q512013) (← links)
- Testing block-diagonal covariance structure for high-dimensional data under non-normality (Q512027) (← links)
- A significance test of the RV coefficient in high dimensions (Q1615268) (← links)
- Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings (Q1623798) (← links)
- Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
- Tests for the parallelism and flatness hypotheses of multi-group profile analysis for high-dimensional elliptical populations (Q1679564) (← links)
- On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings (Q1795576) (← links)
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
- Location-invariant tests of homogeneity of large-dimensional covariance matrices (Q2321809) (← links)
- Testing homogeneity of mean vectors under heteroscedasticity in high-dimension (Q2350049) (← links)
- High-dimensional general linear hypothesis testing under heteroscedasticity (Q2407078) (← links)
- A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data (Q2414881) (← links)
- Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality (Q2418080) (← links)
- Testing the mean matrix in high‐dimensional transposable data (Q3465741) (← links)
- A statistical test for the hypothesis of Gaussian random function (Q4579985) (← links)