The following pages link to HDtest (Q32200):
Displaying 12 items.
- (Q148533) (redirect page) (← links)
- Two sample tests for high-dimensional autocovariances (Q830592) (← links)
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- Confidence regions for entries of a large precision matrix (Q1668572) (← links)
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors (Q1996788) (← links)
- Testing proportionality of two high-dimensional covariance matrices (Q2189603) (← links)
- Projected tests for high-dimensional covariance matrices (Q2301103) (← links)
- Tests for high-dimensional covariance matrices (Q3387058) (← links)
- Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering (Q5347400) (← links)
- Testing for high-dimensional white noise using maximum cross-correlations (Q5384447) (← links)
- Covariance-Based Sample Selection for Heterogeneous Data: Applications to Gene Expression and Autism Risk Gene Detection (Q5857123) (← links)
