Pages that link to "Item:Q2252902"

The following pages link to Tests for covariance matrices in high dimension with less sample size (Q2252902):

Displaying 29 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 high dimensional nonparametric test for proportional covariance matrices (Q2034477) (← links)
• High-dimensional sphericity test by extended likelihood ratio (Q2051523) (← links)
• Robust modified classical spherical tests in the presence of outliers (Q2093133) (← links)
• Covariance matrix testing in high dimension using random projections (Q2155009) (← links)
• Maximum pairwise Bayes factors for covariance structure testing (Q2233577) (← links)
• Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828) (← 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)
• Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) (← links)
• Testing the equality of multiple high-dimensional covariance matrices (Q2674609) (← links)
• Tests for high-dimensional covariance matrices (Q3387058) (← links)
• Global one-sample tests for high-dimensional covariance matrices (Q3389616) (← links)
• (Q5011279) (← links)
• Variance-estimation-free test of significant covariates in high-dimensional regression (Q5042192) (← links)
• Step-Down diagnostic analysis for monitoring the covariance matrix of bivariate normal processes (Q5087536) (← links)
• A new method for multi-sample high-dimensional covariance matrices test based on permutation (Q5092684) (← links)
• A new nonparametric test for high-dimensional regression coefficients (Q5106825) (← links)
• Testing diagonality of high-dimensional covariance matrix under non-normality (Q5106997) (← links)
• Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure (Q5155189) (← links)
• Behavior of Some Hypothesis Tests for the Covariance Matrix of High Dimensional Data (Q6107046) (← links)