Pages that link to "Item:Q2317309"
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The following pages link to Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model (Q2317309):
Displayed 8 items.
- Hypothesis tests for high-dimensional covariance structures (Q2042528) (← links)
- Geometric classifiers for high-dimensional noisy data (Q2062792) (← links)
- Contrastive latent variable modeling with application to case-control sequencing experiments (Q2170381) (← links)
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828) (← links)
- On asymptotic normality of cross data matrix-based PCA in high dimension low sample size (Q2293385) (← links)
- (Q5011468) (← links)
- Simultaneous testing of the mean vector and covariance matrix among <i>k</i> populations for high-dimensional data (Q5079065) (← links)
- Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality (Q6106231) (← links)