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):
Displaying 13 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)
- Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics (Q6552995) (← links)
- Statistical inference under the strongly spiked eigenvalue model (Q6601514) (← links)
- Two-sample test for high-dimensional covariance matrices: a normal-reference approach (Q6615372) (← links)
- Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices (Q6635581) (← links)
- Equality tests of covariance matrices under a low-dimensional factor structure (Q6667486) (← links)
- Test for high-dimensional outliers with principal component analysis (Q6670084) (← links)
