Pages that link to "Item:Q2252902"
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The following pages link to Tests for covariance matrices in high dimension with less sample size (Q2252902):
Displayed 11 items.
- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
- More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
- A simpler spatial-sign-based two-sample test for high-dimensional data (Q290723) (← links)
- A note on tests for high-dimensional covariance matrices (Q310639) (← links)
- Testing block-diagonal covariance structure for high-dimensional data under non-normality (Q512027) (← links)
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
- Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
- Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
- A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data (Q2414881) (← links)
- High-dimensional testing for proportional covariance matrices (Q2418529) (← links)