Pages that link to "Item:Q2567187"

The following pages link to A note on testing the covariance matrix for large dimension (Q2567187):

Displaying 33 items.

• Optimal covariance change point localization in high dimensions (Q97725) (← links)
• A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039) (← links)
• Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
• On the sphericity test with large-dimensional observations (Q367207) (← links)
• Identity tests for high dimensional data using RMT (Q391630) (← links)
• Approximation of rectangular beta-Laguerre ensembles and large deviations (Q895890) (← links)
• Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
• High-dimensional sphericity test by extended likelihood ratio (Q2051523) (← links)
• Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885) (← links)
• Testing for subsphericity when \(n\) and \(p\) are of different asymptotic order (Q2244531) (← links)
• Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
• Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices (Q2288763) (← links)
• Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
• Testing for independence of large dimensional vectors (Q2328066) (← links)
• Independence test for high dimensional data based on regularized canonical correlation coefficients (Q2343952) (← 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)
• High-dimensional tests for functional networks of brain anatomic regions (Q2400816) (← links)
• Optimal hypothesis testing for high dimensional covariance matrices (Q2435246) (← links)
• Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← links)
• Testing high-dimensional covariance matrices under the elliptical distribution and beyond (Q2658752) (← links)
• Statistical Inference for High-Dimensional Global Minimum Variance Portfolios (Q2932763) (← links)
• Testing for sphericity in a fixed effects panel data model (Q3018488) (← links)
• Testing Independence via Spectral Moments (Q4554535) (← links)
• High-Dimensional CLTs for Individual Mahalanobis Distances (Q4689248) (← links)
• Testing Independence Among a Large Number of High-Dimensional Random Vectors (Q4975402) (← links)
• Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality (Q4976251) (← links)
• Mixtures of traces of Wishart and inverse Wishart matrices (Q5079120) (← links)
• Tests for high-dimensional covariance matrices using the theory of<i>U</i>-statistics (Q5220895) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• Contiguity under high-dimensional Gaussianity with applications to covariance testing (Q6138900) (← links)
• Dimension-agnostic inference using cross U-statistics (Q6178581) (← links)