Pages that link to "Item:Q693724"

The following pages link to Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724):

Displaying 24 items.

• Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
• More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
• Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← 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)
• 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)
• On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070) (← links)
• Testing independence in high dimensions using Kendall's tau (Q1662048) (← links)
• Confidence regions for entries of a large precision matrix (Q1668572) (← links)
• Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
• Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices (Q1800935) (← links)
• Test for high dimensional covariance matrices (Q1996783) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
• Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
• Test for high-dimensional correlation matrices (Q2328063) (← links)
• Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure (Q5155189) (← links)
• Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)
• Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding (Q6108302) (← links)
• Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
• Sharp optimality for high-dimensional covariance testing under sparse signals (Q6183765) (← links)