Test for high dimensional covariance matrices
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Publication:1996783
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- A new method of normal approximation
- A two-sample test for high-dimensional data with applications to gene-set testing
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- Asymptotic theory for maximum deviations of sample covariance matrix estimates
- Banding sample autocovariance matrices of stationary processes
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- Corrections to LRT on large-dimensional covariance matrix by RMT
- Covariance regularization by thresholding
- Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
- Estimations for some functions of covariance matrix in high dimension under non-normality and its applications
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- Gaussian processes for machine learning.
- Hadamard matrices and their applications
- High dimensional covariance matrix estimation using a factor model
- High-dimensional covariance estimation
- High-dimensional two-sample covariance matrix testing via super-diagonals
- Interpolation of spatial data. Some theory for kriging
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
- Matérn cross-covariance functions for multivariate random fields
- Multiple testing of submatrices of a precision matrix with applications to identification of between pathway interactions
- Nonlinear system identification with a real-coded genetic algorithm (RCGA)
- Nonlinear system theory
- On the asymptotic properties of the jackknife histogram
- Optimal estimation and rank detection for sparse spiked covariance matrices
- Optimal hypothesis testing for high dimensional covariance matrices
- Optimal rates of convergence for covariance matrix estimation
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Subsampling
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
- Testing differential networks with applications to the detection of gene-gene interactions
- Testing super-diagonal structure in high dimensional covariance matrices
- Tests for covariance matrix with fixed or divergent dimension
- Tests for covariance structures with high-dimensional repeated measurements
- Tests for high-dimensional covariance matrices
- The asymptotic distributions of the largest entries of sample correlation matrices.
- The distribution of a statistic used for testing sphericity of normal distributions
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
- Time Varying Autoregressive Moving Average Models for Covariance Estimation
- Two sample tests for high-dimensional covariance matrices
Cited in
(22)- High-dimensional two-sample covariance matrix testing via super-diagonals
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings
- A note on testing the covariance matrix for large dimension
- Large-scale simultaneous testing of cross-covariance matrices with applications to PheWAS
- More powerful tests for sparse high-dimensional covariances matrices
- Testing super-diagonal structure in high dimensional covariance matrices
- Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
- Test for high-dimensional correlation matrices
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology
- Use of Random Integration to Test Equality of High Dimensional Covariance Matrices
- Testing for independence in high dimensions based on empirical copulas
- Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
- Projection tests for high-dimensional spiked covariance matrices
- Test for bandedness of high-dimensional precision matrices
- Testing high-dimensional covariance matrices, with application to detecting schizophrenia risk genes
- Testing block‐diagonal covariance structure for high‐dimensional data
- Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration
- Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings
- Testing block-diagonal covariance structure for high-dimensional data under non-normality
- Tests for covariance matrix with fixed or divergent dimension
- Tests for high-dimensional covariance matrices
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