Hypothesis testing under uniform-block covariance structures
From MaRDI portal
Cites work
- A Dimensional CLT for Non-Central Wilks' Lambda in Multivariate Analysis
- A general framework for multiple testing dependence
- A new method for generating random correlation matrices
- A simple two-sample test in high dimensions based on \(L^2\)-norm
- Adaptive thresholding for sparse covariance matrix estimation
- Correlation matrix with block structure and efficient sampling methods
- Covariance Matrix Estimation for High-Throughput Biomedical Data with Interconnected Communities
- Covariance regularization by thresholding
- Dirichlet and Related Distributions
- Estimating and testing a structured covariance matrix for three-level multivariate data
- Estimating false discovery proportion under arbitrary covariance dependence
- Estimating large covariance matrix with network topology for high-dimensional biomedical data
- Estimation of the false discovery proportion with unknown dependence
- Group kernels for Gaussian process metamodels with categorical inputs
- High dimensional covariance matrix estimation using a factor model
- High-dimensional covariance matrix estimation in approximate factor models
- scientific article; zbMATH DE number 54139 (Why is no real title available?)
- scientific article; zbMATH DE number 1350311 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 1753206 (Why is no real title available?)
- scientific article; zbMATH DE number 2171896 (Why is no real title available?)
- scientific article; zbMATH DE number 3439833 (Why is no real title available?)
- scientific article; zbMATH DE number 3412032 (Why is no real title available?)
- scientific article; zbMATH DE number 3046453 (Why is no real title available?)
- Hypothesis testing in multivariate normal models with block circular covariance structures
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
- Linear discrimination with equicorrelated training vectors
- Multiple hypotheses testing and expected number of type I errors
- Multiple multi-sample testing under arbitrary covariance dependency
- Multiple two-sample testing under arbitrary covariance dependency with an application in imaging mass spectrometry
- Multivariate Analysis of Variance for a Special Covariance Case
- Multivariate statistics. High dimensional and large-sample approximations.
- Nonparametric estimation of large covariance matrices of longitudinal data
- On the distribution of a quadratic form in normal variates
- On the distribution of matrix quadratic forms
- Operator norm consistent estimation of large-dimensional sparse covariance matrices
- Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
- Quadratic Subspaces and Completeness
- Regularized estimation of large covariance matrices
- Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
- Significance test for sphericity of a normal \(n\)-variate distribution.
- Testing Compound Symmetry in a Normal Multivariate Distribution
- Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model
- Testing of multivariate repeated measures data with block exchangeable covariance structure
- Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
- The control of the false discovery rate in multiple testing under dependency.
- The distribution of the non-central Wilks statistic in the complex case
- The effect of correlation in false discovery rate estimation
- The eigenstructure of block-structured correlation matrices and its implications for principal component analysis
- The Helmert Matrices
- Wishart and pseudo-Wishart distributions and some applications to shape theory
This page was built for publication: Hypothesis testing under uniform-block covariance structures
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7304384)