Pages that link to "Item:Q2451115"
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The following pages link to Comparison between two types of large sample covariance matrices (Q2451115):
Displaying 11 items.
- Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (Q276985) (← links)
- Gaussian fluctuations for linear spectral statistics of large random covariance matrices (Q303975) (← links)
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- Testing proportionality of two large-dimensional covariance matrices (Q1623621) (← links)
- Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (Q2091835) (← links)
- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
- Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices (Q2288763) (← links)
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955) (← links)
- CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size (Q2348737) (← links)
- Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
- A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
