Pages that link to "Item:Q367207"

The following pages link to On the sphericity test with large-dimensional observations (Q367207):

Displaying 32 items.

• A robust test for sphericity of high-dimensional covariance matrices (Q746886) (← links)
• A supplement on CLT for LSS under a large dimensional generalized spiked covariance model (Q1642248) (← links)
• Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
• High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
• Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
• High-dimensional sphericity test by extended likelihood ratio (Q2051523) (← links)
• Robust modified classical spherical tests in the presence of outliers (Q2093133) (← links)
• Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum (Q2101405) (← links)
• CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
• CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (Q2146455) (← links)
• Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA (Q2155641) (← links)
• Testing proportionality of two high-dimensional covariance matrices (Q2189603) (← links)
• Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
• On testing for high-dimensional white noise (Q2284378) (← links)
• Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices (Q2288763) (← links)
• Hypothesis testing for the identity of high-dimensional covariance matrices (Q2307394) (← links)
• Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955) (← links)
• Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
• Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions (Q2400815) (← links)
• Asymptotic power of likelihood ratio tests for high dimensional data (Q2453893) (← links)
• Asymptotic linear spectral statistics for spiked Hermitian random matrices (Q2516098) (← links)
• Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) (← links)
• Testing high-dimensional covariance matrices under the elliptical distribution and beyond (Q2658752) (← links)
• Tests for high-dimensional covariance matrices (Q3387058) (← links)
• Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)
• The moderate deviation principles of likelihood ratio tests under alternative hypothesis (Q6077687) (← links)
• Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications (Q6136598) (← links)
• Contiguity under high-dimensional Gaussianity with applications to covariance testing (Q6138900) (← links)
• Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
• Logarithmic law of large random correlation matrices (Q6178564) (← links)
• A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)