Block-diagonal test for high-dimensional covariance matrices
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Cites work
- A hypothesis test for independence of sets of variates in high dimensions
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples
- Asymptotic theory for maximum deviations of sample covariance matrix estimates
- Asymptotically independent U-statistics in high-dimensional testing
- Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Covariance structure approximation via gLasso in high-dimensional supervised classification
- From moments of sum to moments of product
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
- scientific article; zbMATH DE number 4062374 (Why is no real title available?)
- scientific article; zbMATH DE number 3347500 (Why is no real title available?)
- Hypothesis Testing for Block-structured Correlation for High Dimensional Variables
- Independence test for high dimensional data based on regularized canonical correlation coefficients
- Learning block structures in U-statistic-based matrices
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
- Likelihood ratio tests for high-dimensional normal distributions
- Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
- On some test criteria for covariance matrix
- On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture
- On the sphericity test with large-dimensional observations
- Optimal hypothesis testing for high dimensional covariance matrices
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
- Test of independence for high-dimensional random vectors based on freeness in block correlation matrices
- Testing block-diagonal covariance structure for high-dimensional data under non-normality
- Testing block‐diagonal covariance structure for high‐dimensional data
- Testing diagonality of high-dimensional covariance matrix under non-normality
- Testing for complete independence in high dimensions
- Testing for independence of large dimensional vectors
- Testing the independence of sets of large-dimensional variables
- Testing the independence of two random vectors where only one dimension is large
- Testing the structure of the covariance matrix with fewer observations than the dimension
- Tests for high-dimensional covariance matrices
- The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic
Cited in
(9)- A nonparametric test for block-diagonal covariance structure in high dimension and small samples
- Testing super-diagonal structure in high dimensional covariance matrices
- F-tests for Hypotheses with Block Matrices and Under Conditions of Orthogonality in the General Multivariate Gauss-Markoff Model
- The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic
- Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models
- Testing block-diagonal covariance structure for high-dimensional data under non-normality
- Testing block‐diagonal covariance structure for high‐dimensional data
- An integrated test on the linear structure of high-dimensional covariance matrices
- Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model
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