Pages that link to "Item:Q2343952"

The following pages link to Independence test for high dimensional data based on regularized canonical correlation coefficients (Q2343952):

Displaying 27 items.

• High-dimensional inference on covariance structures via the extended cross-data-matrix methodology (Q311815) (← links)
• Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
• Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
• High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
• Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case (Q1731774) (← links)
• A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications (Q1750089) (← links)
• Distance-based and RKHS-based dependence metrics in high dimension (Q1996774) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors (Q2082707) (← links)
• Testing independence between two spatial random fields (Q2084410) (← links)
• Kronecker delta method for testing independence between two vectors in high-dimension (Q2122817) (← links)
• Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm (Q2137038) (← links)
• Testing for independence of high-dimensional variables: \(\rho V\)-coefficient based approach (Q2181735) (← links)
• Multivariate tests of independence and their application in correlation analysis between financial markets (Q2196137) (← links)
• A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
• Tests of zero correlation using modified RV coefficient for high-dimensional vectors (Q2321773) (← links)
• Testing for independence of large dimensional vectors (Q2328066) (← links)
• Independence test for high dimensional data based on regularized canonical correlation coefficients (Q2343952) (← links)
• Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data (Q5076363) (← links)
• Independence test in high-dimension using distance correlation and power enhancement technique (Q5077492) (← links)
• Testing the independence of two random vectors where only one dimension is large (Q5276174) (← links)
• Eigenvalue Distribution of a High-Dimensional Distance Covariance Matrix With Application (Q6039863) (← links)
• Sample canonical correlation coefficients of high-dimensional random vectors: Local law and Tracy–Widom limit (Q6063733) (← links)
• Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations (Q6103219) (← links)
• Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
• A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
• Rank-based indices for testing independence between two high-dimensional vectors (Q6192324) (← links)