Pages that link to "Item:Q638800"

The following pages link to Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800):

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)
• Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440) (← 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)
• 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)
• A new test of independence for high-dimensional data (Q395953) (← links)
• Phase transition in limiting distributions of coherence of high-dimensional random matrices (Q413738) (← links)
• On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix (Q444980) (← links)
• Sparse regression and support recovery with \(\mathbb{L}_2\)-boosting algorithms (Q466526) (← links)
• A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
• Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
• Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
• Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
• Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
• Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
• Bayesian linear regression with sparse priors (Q888501) (← links)
• Uniform change point tests in high dimension (Q892243) (← links)
• Approximation of rectangular beta-Laguerre ensembles and large deviations (Q895890) (← links)
• Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
• A testing based approach to the discovery of differentially correlated variable sets (Q1624840) (← links)
• Are discoveries spurious? Distributions of maximum spurious correlations and their applications (Q1650067) (← links)
• Testing independence in high dimensions using Kendall's tau (Q1662048) (← links)
• Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
• Gaussian approximation for high dimensional vector under physical dependence (Q1708978) (← links)
• Asymptotic power of Rao's score test for independence in high dimensions (Q1715529) (← links)
• Testing independence in high dimensions with sums of rank correlations (Q1747739) (← links)
• Testing independence with high-dimensional correlated samples (Q1750290) (← links)
• Factor-adjusted multiple testing of correlations (Q1796926) (← links)
• Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices (Q1800935) (← links)
• Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
• High-dimensional consistent independence testing with maxima of rank correlations (Q1996766) (← links)
• Test for high dimensional covariance matrices (Q1996783) (← links)
• Asymptotic distribution of the maximum interpoint distance for high-dimensional data (Q2081743) (← links)
• The asymptotic distributions of the largest entries of sample correlation matrices under an \(\alpha\)-mixing assumption (Q2106858) (← links)
• Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
• Limiting behavior of largest entry of random tensor constructed by high-dimensional data (Q2209327) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Maximum pairwise Bayes factors for covariance structure testing (Q2233577) (← links)
• Point process convergence for the off-diagonal entries of sample covariance matrices (Q2240824) (← links)
• Largest entries of sample correlation matrices from equi-correlated normal populations (Q2280559) (← links)
• Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
• Test for high-dimensional correlation matrices (Q2328063) (← links)
• Distributions of eigenvalues of large Euclidean matrices generated from \(l_p\) balls and spheres (Q2341877) (← links)
• Optimal hypothesis testing for high dimensional covariance matrices (Q2435246) (← links)
• A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
• Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices (Q2447336) (← links)