Pages that link to "Item:Q2658752"
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The following pages link to Testing high-dimensional covariance matrices under the elliptical distribution and beyond (Q2658752):
Displaying 5 items.
- Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
- Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions (Q2676949) (← links)
- Global one-sample tests for high-dimensional covariance matrices (Q3389616) (← links)
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)
- A bootstrap method for spectral statistics in high-dimensional elliptical models (Q6170616) (← links)
