Pages that link to "Item:Q2284375"
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The following pages link to Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375):
Displaying 14 items.
- Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
- Inference on covariance-mean regression (Q2172004) (← links)
- Test for high-dimensional mean vector under missing observations (Q2237813) (← links)
- Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
- Test for high-dimensional correlation matrices (Q2328063) (← links)
- Global one-sample tests for high-dimensional covariance matrices (Q3389616) (← links)
- Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)
- Time-varying minimum variance portfolio (Q6150513) (← links)
- Reprint: Hypothesis testing on high dimensional quantile regression (Q6150539) (← links)
- Hypothesis testing on high dimensional quantile regression (Q6152590) (← links)
- Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix (Q6170542) (← links)
