Pages that link to "Item:Q2328063"
From MaRDI portal
The following pages link to Test for high-dimensional correlation matrices (Q2328063):
Displaying 6 items.
- Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
- Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← links)
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
- Use of Random Integration to Test Equality of High Dimensional Covariance Matrices (Q6069480) (← links)
- On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence (Q6084694) (← links)
- A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)