Pages that link to "Item:Q4916945"
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The following pages link to Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings (Q4916945):
Displayed 9 items.
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
- Gaussian graphical model estimation with false discovery rate control (Q152850) (← links)
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- A high dimensional two-sample test under a low dimensional factor structure (Q495362) (← links)
- Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
- A global homogeneity test for high-dimensional linear regression (Q2263711) (← links)
- Optimal hypothesis testing for high dimensional covariance matrices (Q2435246) (← links)
- Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660) (← links)
- Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← links)