Pages that link to "Item:Q2328066"

The following pages link to Testing for independence of large dimensional vectors (Q2328066):

Displaying 19 items.

• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
• Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
• Multivariate tests of independence and their application in correlation analysis between financial markets (Q2196137) (← links)
• High-dimensional general linear hypothesis tests via non-linear spectral shrinkage (Q2203614) (← links)
• The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications (Q2242854) (← links)
• A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
• Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
• Testing for independence of large dimensional vectors (Q2328066) (← links)
• Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis (Q2683045) (← links)
• Discriminant analysis in small and large dimensions (Q5117960) (← links)
• High-dimensional sample covariance matrices with Curie-Weiss entries (Q5140268) (← links)
• Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
• The Binary Expansion Randomized Ensemble Test (Q6069482) (← links)
• Exact test theory in Gaussian graphical models (Q6097560) (← links)
• Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors (Q6157048) (← links)
• Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
• Logarithmic law of large random correlation matrices (Q6178564) (← links)
• Rank-based indices for testing independence between two high-dimensional vectors (Q6192324) (← links)