Pages that link to "Item:Q5255311"

The following pages link to Tests for High-Dimensional Covariance Matrices (Q5255311):

Displaying 50 items.

• Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error (Q134115) (← links)
• Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
• Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
• Optimal-order bounds on the rate of convergence to normality in the multivariate delta method (Q276236) (← links)
• On high-dimensional sign tests (Q282562) (← links)
• On two simple and effective procedures for high dimensional classification of general populations (Q284189) (← links)
• More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
• Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
• Sharp minimax tests for large covariance matrices and adaptation (Q309553) (← links)
• A note on tests for high-dimensional covariance matrices (Q310639) (← links)
• Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
• Regularized LRT for large scale covariance matrices: one sample problem (Q338414) (← links)
• Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
• On the sphericity test with large-dimensional observations (Q367207) (← links)
• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
• Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
• Identity tests for high dimensional data using RMT (Q391630) (← links)
• Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
• Testing block-diagonal covariance structure for high-dimensional data under non-normality (Q512027) (← links)
• A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
• Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation (Q525885) (← links)
• Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
• Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data (Q739584) (← links)
• Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
• Testing covariates in high-dimensional regression (Q743995) (← links)
• A robust test for sphericity of high-dimensional covariance matrices (Q746886) (← links)
• Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
• Two sample tests for high-dimensional autocovariances (Q830592) (← links)
• A simultaneous test of mean vector and covariance matrix in high-dimensional settings (Q830690) (← links)
• Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings (Q1623798) (← links)
• On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
• Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (Q1650066) (← links)
• Power computation for hypothesis testing with high-dimensional covariance matrices (Q1658719) (← links)
• Testing the order of a population spectral distribution for high-dimensional data (Q1659483) (← links)
• Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
• Jackknife empirical likelihood test for high-dimensional regression coefficients (Q1660165) (← links)
• Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
• Comparison of a large number of regression curves (Q1679568) (← links)
• Asymptotic normality of quadratic forms with random vectors of increasing dimension (Q1686240) (← links)
• A note on the unbiased estimator of \(\mathbf{\Sigma}^2\) (Q1687204) (← links)
• A nonuniform bound to an independent test in high dimensional data analysis via Stein's method (Q1733155) (← links)
• Testing independence in high dimensions with sums of rank correlations (Q1747739) (← links)
• Covariance estimation via sparse Kronecker structures (Q1750103) (← links)
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
• Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
• Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
• Test for high dimensional covariance matrices (Q1996783) (← links)
• On testing for sphericity with non-normality in a fixed effects panel data model (Q2018631) (← links)
• Generalized Schott type tests for complete independence in high dimensions (Q2022562) (← links)
• Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160) (← links)