Pages that link to "Item:Q2435246"
From MaRDI portal
The following pages link to Optimal hypothesis testing for high dimensional covariance matrices (Q2435246):
Displayed 50 items.
- Optimal covariance change point localization in high dimensions (Q97725) (← links)
- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
- Sharp minimax tests for large covariance matrices and adaptation (Q309553) (← links)
- Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← 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)
- 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)
- Detecting Markov random fields hidden in white noise (Q1750097) (← links)
- Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
- High-dimensional consistent independence testing with maxima of rank correlations (Q1996766) (← links)
- Test for high dimensional covariance matrices (Q1996783) (← links)
- Test on the linear combinations of covariance matrices in high-dimensional data (Q2066518) (← links)
- Testing uniformity on high-dimensional spheres: the non-null behaviour of the Bingham test (Q2078028) (← links)
- Robust modified classical spherical tests in the presence of outliers (Q2093133) (← links)
- On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066) (← links)
- Testing hypotheses about covariance matrices in general MANOVA designs (Q2123260) (← links)
- Edgeworth expansions for network moments (Q2131253) (← links)
- Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices (Q2140845) (← links)
- Testing proportionality of two high-dimensional covariance matrices (Q2189603) (← links)
- Statistical and computational limits for sparse matrix detection (Q2196237) (← links)
- Maximum pairwise Bayes factors for covariance structure testing (Q2233577) (← links)
- Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
- Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
- Projected tests for high-dimensional covariance matrices (Q2301103) (← links)
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
- Test for high-dimensional correlation matrices (Q2328063) (← links)
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955) (← links)
- Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions (Q2400815) (← links)
- High-dimensional tests for functional networks of brain anatomic regions (Q2400816) (← links)
- Signal detection in high dimension: the multispiked case (Q2448730) (← links)
- Asymptotic power of likelihood ratio tests for high dimensional data (Q2453893) (← links)
- Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
- Tests for high-dimensional covariance matrices (Q3387058) (← links)
- Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657) (← links)
- A study of two high-dimensional likelihood ratio tests under alternative hypotheses (Q4603582) (← links)
- A semiparametric graphical modelling approach for large-scale equity selection (Q5001189) (← links)
- Step-Down diagnostic analysis for monitoring the covariance matrix of bivariate normal processes (Q5087536) (← links)
- Adaptive test for large covariance matrices with missing observations (Q5278118) (← links)
- Testing covariance structure of large-dimensional data based on Wald’s score test (Q5359047) (← links)
- Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model (Q5864652) (← links)
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
- Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)
- The moderate deviation principles of likelihood ratio tests under alternative hypothesis (Q6077687) (← links)
- Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality (Q6106231) (← links)
- Contiguity under high-dimensional Gaussianity with applications to covariance testing (Q6138900) (← links)
- Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)