Pages that link to "Item:Q2252884"

The following pages link to Estimations for some functions of covariance matrix in high dimension under non-normality and its applications (Q2252884):

Displaying 33 items.

• On testing sphericity and identity of a covariance matrix with large dimensions (Q324615) (← links)
• Linear hypothesis testing in high-dimensional one-way MANOVA (Q512013) (← links)
• Testing block-diagonal covariance structure for high-dimensional data under non-normality (Q512027) (← links)
• A significance test of the RV coefficient in high dimensions (Q1615268) (← links)
• Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings (Q1623798) (← links)
• Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
• Tests for the parallelism and flatness hypotheses of multi-group profile analysis for high-dimensional elliptical populations (Q1679564) (← links)
• On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings (Q1795576) (← links)
• Test for high dimensional covariance matrices (Q1996783) (← links)
• A high dimensional nonparametric test for proportional covariance matrices (Q2034477) (← links)
• Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size (Q2041755) (← links)
• Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test (Q2057832) (← links)
• Tests for proportionality of matrices with large dimension (Q2078525) (← links)
• High-dimensional asymptotic expansion of the null distribution for \(L 2\) norm based MANOVA testing statistic under general distribution (Q2112252) (← links)
• Testing for independence of high-dimensional variables: \(\rho V\)-coefficient based approach (Q2181735) (← links)
• Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings (Q2196118) (← links)
• Asymptotics and practical aspects of testing normality with kernel methods (Q2201553) (← links)
• A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
• Location-invariant tests of homogeneity of large-dimensional covariance matrices (Q2321809) (← links)
• Testing homogeneity of mean vectors under heteroscedasticity in high-dimension (Q2350049) (← links)
• High-dimensional general linear hypothesis testing under heteroscedasticity (Q2407078) (← links)
• A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data (Q2414881) (← links)
• Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality (Q2418080) (← links)
• Testing the mean matrix in high‐dimensional transposable data (Q3465741) (← links)
• A statistical test for the hypothesis of Gaussian random function (Q4579985) (← links)
• High-dimensional MANOVA under weak conditions (Q5004986) (← links)
• (Q5011279) (← links)
• (Q5011447) (← links)
• Variance-estimation-free test of significant covariates in high-dimensional regression (Q5042192) (← links)
• Linear shrinkage estimation of the variance of a distribution with unknown mean (Q5078505) (← links)
• A new nonparametric test for high-dimensional regression coefficients (Q5106825) (← links)
• Testing diagonality of high-dimensional covariance matrix under non-normality (Q5106997) (← links)
• A Simple Two-Sample Test in High Dimensions Based on <i>L</i>²-Norm (Q5130640) (← links)