Pages that link to "Item:Q2373662"

The following pages link to Convergence of quadratic forms with nonvanishing diagonal (Q2373662):

Displaying 16 items.

• The relative effects of dimensionality and multiplicity of hypotheses on the \(F\)-test in linear regression (Q315402) (← links)
• Generalized \(F\) test for high dimensional linear regression coefficients (Q391594) (← links)
• Approximations and limit theory for quadratic forms of linear processes (Q873607) (← links)
• Central limit theorems for double Poisson integrals (Q1002551) (← links)
• Asymptotic normality of quadratic forms of martingale differences (Q1687324) (← links)
• Generalized F-test for high dimensional regression coefficients of partially linear models (Q1697682) (← links)
• Covariance estimation via sparse Kronecker structures (Q1750103) (← links)
• Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
• Sample covariances of random-coefficient AR(1) panel model (Q2008620) (← links)
• Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent (Q2023728) (← links)
• Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes (Q2155801) (← links)
• On asymptotic distributions of weighted sums of periodograms (Q2435247) (← links)
• Weak convergence of linear and quadratic forms and related statements on \(L_p\)-approximability (Q2633357) (← links)
• Tests for the Equality of Two Processes' Spectral Densities with Unequal Lengths Using Wavelet Methods (Q4604004) (← links)
• New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (Q4916512) (← links)
• Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory (Q5226144) (← links)