Pages that link to "Item:Q538191"

The following pages link to Some tests for the covariance matrix with fewer observations than the dimension under non-normality (Q538191):

Displaying 33 items.

• On two simple and effective procedures for high dimensional classification of general populations (Q284189) (← links)
• On the sphericity test with large-dimensional observations (Q367207) (← links)
• A new test of independence for high-dimensional data (Q395953) (← links)
• Testing block-diagonal covariance structure for high-dimensional data under non-normality (Q512027) (← links)
• On testing the equality of high dimensional mean vectors with unequal covariance matrices (Q520564) (← links)
• A robust test for sphericity of high-dimensional covariance matrices (Q746886) (← 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)
• Testing independence in high dimensions using Kendall's tau (Q1662048) (← links)
• Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
• A nonuniform bound to an independent test in high dimensional data analysis via Stein's method (Q1733155) (← links)
• Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160) (← links)
• Hypothesis tests for high-dimensional covariance structures (Q2042528) (← links)
• High-dimensional sphericity test by extended likelihood ratio (Q2051523) (← links)
• Estimations for some functions of covariance matrix in high dimension under non-normality and its applications (Q2252884) (← links)
• Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
• Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← 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)
• CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size (Q2348737) (← links)
• Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← links)
• Global one-sample tests for high-dimensional covariance matrices (Q3389616) (← links)
• A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise (Q4632469) (← links)
• New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (Q4916512) (← links)
• Testing identity of high-dimensional covariance matrix (Q4960708) (← links)
• Testing diagonality of high-dimensional covariance matrix under non-normality (Q5106997) (← links)
• Tests for high-dimensional covariance matrices using the theory of<i>U</i>-statistics (Q5220895) (← links)
• Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality (Q5265837) (← links)
• Testing block‐diagonal covariance structure for high‐dimensional data (Q6063605) (← links)
• A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm (Q6101694) (← links)
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)
• Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices (Q6635581) (← links)
• A bias-corrected Srivastava-type test for cross-sectional independence (Q6656665) (← links)