Pages that link to "Item:Q366967"
From MaRDI portal
The following pages link to Asymptotic power of sphericity tests for high-dimensional data (Q366967):
Displaying 50 items.
- On high-dimensional sign tests (Q282562) (← links)
- Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean (Q290695) (← links)
- Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
- On the sphericity test with large-dimensional observations (Q367207) (← links)
- Optimal detection of sparse principal components in high dimension (Q385763) (← links)
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- High-dimensional rank tests for sphericity (Q512015) (← links)
- Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936) (← links)
- A robust test for sphericity of high-dimensional covariance matrices (Q746886) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- Power computation for hypothesis testing with high-dimensional covariance matrices (Q1658719) (← links)
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
- Pythagorean generalization of testing the equality of two symmetric positive definite matrices (Q1680188) (← links)
- The spectral norm of random inner-product kernel matrices (Q1729691) (← links)
- High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
- Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
- Optimality and sub-optimality of PCA. I: Spiked random matrix models (Q1800806) (← links)
- Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- Random matrix theory and its applications (Q2075698) (← links)
- Testing uniformity on high-dimensional spheres: the non-null behaviour of the Bingham test (Q2078028) (← links)
- Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics (Q2091821) (← links)
- Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
- Testing the eigenvalue structure of spot and integrated covariance (Q2155301) (← links)
- Fluctuations of the overlap at low temperature in the 2-spin spherical SK model (Q2157442) (← links)
- Optimal prediction in the linearly transformed spiked model (Q2176630) (← links)
- Statistical limits of spiked tensor models (Q2179237) (← links)
- Fundamental limits of detection in the spiked Wigner model (Q2196197) (← links)
- Testing in high-dimensional spiked models (Q2196218) (← links)
- Statistical and computational limits for sparse matrix detection (Q2196237) (← links)
- Permutation methods for factor analysis and PCA (Q2215761) (← links)
- Rapid evaluation of the spectral signal detection threshold and Stieltjes transform (Q2230693) (← links)
- Phase transition in random tensors with multiple independent spikes (Q2240871) (← links)
- A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
- Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
- Edge universality of separable covariance matrices (Q2279318) (← links)
- Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors (Q2280578) (← links)
- Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices (Q2288763) (← links)
- Testing for sphericity in a fixed effects panel data model with time-varying variances (Q2311151) (← links)
- Phase transition in the spiked random tensor with Rademacher prior (Q2328058) (← links)
- Universality for the largest eigenvalue of sample covariance matrices with general population (Q2338931) (← links)
- High-dimensional tests for spherical location and spiked covariance (Q2350053) (← links)
- Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
- Optimal hypothesis testing for high dimensional covariance matrices (Q2435246) (← links)
- Signal detection in high dimension: the multispiked case (Q2448730) (← links)
- Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← links)
- Asymptotic power of likelihood ratio tests for high dimensional data (Q2453893) (← links)
- Asymptotic linear spectral statistics for spiked Hermitian random matrices (Q2516098) (← links)