Pages that link to "Item:Q4975402"
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The following pages link to Testing Independence Among a Large Number of High-Dimensional Random Vectors (Q4975402):
Displaying 11 items.
- On the empirical spectral distribution for matrices with long memory and independent rows (Q737178) (← links)
- Testing independence with high-dimensional correlated samples (Q1750290) (← links)
- CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series (Q1800798) (← links)
- Distance-based and RKHS-based dependence metrics in high dimension (Q1996774) (← links)
- Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series (Q2074296) (← links)
- On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066) (← links)
- Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
- Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data (Q5076363) (← links)
- On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series (Q5092958) (← links)
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model (Q5154116) (← links)
- Time-varying minimum variance portfolio (Q6150513) (← links)
