Efficient eigenvalue approximation in covariance operators via Rayleigh-Ritz with statistical applications
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 4133300 (Why is no real title available?)
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 1375577 (Why is no real title available?)
- scientific article; zbMATH DE number 3581570 (Why is no real title available?)
- scientific article; zbMATH DE number 2078174 (Why is no real title available?)
- scientific article; zbMATH DE number 2107939 (Why is no real title available?)
- scientific article; zbMATH DE number 3314852 (Why is no real title available?)
- scientific article; zbMATH DE number 3335636 (Why is no real title available?)
- scientific article; zbMATH DE number 3348745 (Why is no real title available?)
- A Monte Carlo evaluation of the performance of two new tests for symmetry
- A class of goodness-of-fit tests for circular distributions based on trigonometric moments
- A family of goodness-of-fit tests for copulas based on characteristic functions
- A goodness-of-fit test for the multivariate Poisson distribution
- A multivariate empirical characteristic function test of independence with normal marginals
- A new approach to goodness-of-fit testing based on the integrated empirical process*
- A new approach to the BHEP tests for multivariate normality
- A new characterization of the Gamma distribution and associated goodness-of-fit tests
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function
- A new omnibus test of fit based on a characterization of the uniform distribution
- A new weighted integral goodness-of-fit statistic for exponentiality
- A test for Gaussianity in Hilbert spaces via the empirical characteristic functional
- A two-sample test for the error distribution in nonparametric regression based on the characteristic function
- An approximation to the limit distribution of the Epps-Pulley test statistic for normality
- An approximation to the null distribution of a class of Cramér-von Mises statistics
- Asymptotic Efficiency of Nonparametric Tests
- Asymptotic distribution of certain degenerate V- and U-statistics with estimated parameters
- Asymptotic efficiency of goodness-of-fit tests based on Too–Lin characterization
- Asymptotic results for goodness-of-fit statistics with unknown parameters
- Bahadur efficiencies of the Epps-Pulley test for normality
- Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function
- Characterizations of multinormality and corresponding tests of fit, including for GARCH models
- Computationally efficient approximations for independence tests in non-parametric regression
- Computing the distribution of quadratic forms in normal variables
- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods
- Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
- Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization
- Effective dynamics of stochastic partial differential equations
- Efficiency and local optimality of nonparametric tests based on U- and V-statistics
- Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
- Estimation of Bergsma's covariance
- Fibonacci numbers, Lucas numbers and integrals of certain Gaussian processes
- Goodness of fit for the extreme value distribution
- Goodness of fit for the poisson distribution based on the probability generating function
- Goodness-of-fit tests for the exponential and the normal distribution based on the integrated distribution function
- Inference for functional data with applications
- Integral transform methods in goodness-of-fit testing. I: The gamma distributions
- Integral transform methods in goodness-of-fit testing. II: The Wishart distributions
- Kernel-based approximation methods using MATLAB
- Logistic or not Logistic?
- More good news on the HKM test for multivariate reflected symmetry about an unknown centre
- Multivariate nonparametric test of independence
- NIST handbook of mathematical functions
- New characterization-based symmetry tests
- New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies
- On combining the zero bias transform and the empirical characteristic function to test normality
- On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality
- Random matrix approximation of spectra of integral operators
- Recent and classical goodness-of-fit tests for the Poisson distribution
- Specification testing in nonparametric AR‐ARCH models
- Statistical inference for \(L^2\)-distances to uniformity
- Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces
- Tests of fit for discrete distributions based on the probability generating function
- The limit distribution of weighted L^2-goodness-of-fit statistics under fixed alternatives, with applications
- The test of exponentiality based on the mean residual life function revisited
- To impute or not? Testing multivariate normality on incomplete dataset: revisiting the BHEP test
Cited in
(2)
This page was built for publication: Efficient eigenvalue approximation in covariance operators via Rayleigh-Ritz with statistical applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6912378)
