Pages that link to "Item:Q2343955"

The following pages link to Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955):

Displayed 37 items.

• Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (Q276985) ‎ (← links)
• Tests for large-dimensional covariance structure based on Rao's score test (Q321908) ‎ (← links)
• Regularized LRT for large scale covariance matrices: one sample problem (Q338414) ‎ (← links)
• Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) ‎ (← links)
• Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications (Q826962) ‎ (← links)
• Power computation for hypothesis testing with high-dimensional covariance matrices (Q1658719) ‎ (← links)
• Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) ‎ (← links)
• On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality (Q1726809) ‎ (← links)
• Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) ‎ (← links)
• Test for high dimensional covariance matrices (Q1996783) ‎ (← links)
• Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455) ‎ (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) ‎ (← links)
• High-dimensional sphericity test by extended likelihood ratio (Q2051523) ‎ (← links)
• On eigenvalues of a high-dimensional spatial-sign covariance matrix (Q2073230) ‎ (← links)
• Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (Q2091835) ‎ (← links)
• Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum (Q2101405) ‎ (← links)
• Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) ‎ (← links)
• CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) ‎ (← links)
• Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) ‎ (← links)
• Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm (Q2137038) ‎ (← links)
• CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (Q2146455) ‎ (← links)
• Two-sample tests for high-dimensional covariance matrices using both difference and ratio (Q2219224) ‎ (← links)
• Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) ‎ (← links)
• Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) ‎ (← links)
• Testing for independence of large dimensional vectors (Q2328066) ‎ (← links)
• Likelihood-based tests on moderate-high-dimensional mean vectors with unequal covariance matrices (Q2398414) ‎ (← links)
• Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) ‎ (← links)
• RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2670788) ‎ (← links)
• Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis (Q2683045) ‎ (← links)
• Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices (Q2692519) ‎ (← links)
• Global one-sample tests for high-dimensional covariance matrices (Q3389616) ‎ (← links)
• CLT for linear spectral statistics of a rescaled sample precision matrix (Q3459154) ‎ (← links)
• A study of two high-dimensional likelihood ratio tests under alternative hypotheses (Q4603582) ‎ (← links)
• Spectral Properties of Rescaled Sample Correlation Matrix (Q5041343) ‎ (← links)
• Testing covariance structure of large-dimensional data based on Wald’s score test (Q5359047) ‎ (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) ‎ (← links)
• Fluctuations of the diagonal entries of a large sample precision matrix (Q6110092) ‎ (← links)