Test for high-dimensional correlation matrices
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Cites work
- scientific article; zbMATH DE number 4086784 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 3080048 (Why is no real title available?)
- A testing based approach to the discovery of differentially correlated variable sets
- An Asymptotic | chi 2 Test for the Equality of Two Correlation Matrices
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- High dimensional correlation matrices: the central limit theorem and its applications
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- Inference for high-dimensional differential correlation matrices
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
- Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices
- Optimal hypothesis testing for high dimensional covariance matrices
- Random matrix theory in statistics: a review
- Some tests for correlation matrices
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
- Testing equality of several correlation matrices
- Testing for complete independence in high dimensions
- Testing for the equality of several correlation matrices
- Tests for high-dimensional covariance matrices
- The likelihood ratio test for the equality of correlation matrices
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
Cited in
(19)- Correlation testing for affine invariant properties on F p n in the high error regime
- Testing independence with high-dimensional correlated samples
- Hypothesis Testing for Block-structured Correlation for High Dimensional Variables
- A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology
- Inference for high-dimensional differential correlation matrices
- Statistical inference on kurtosis of independent component model
- How to estimate the correlation dimension of high-dimensional signals?
- On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence
- High dimensional correlation matrices: the central limit theorem and its applications
- scientific article; zbMATH DE number 5510901 (Why is no real title available?)
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
- Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances
- Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
- Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices
- Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm
- Use of Random Integration to Test Equality of High Dimensional Covariance Matrices
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