Pages that link to "Item:Q2378634"
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The following pages link to The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization (Q2378634):
Displayed 14 items.
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- High-dimensional sparse MANOVA (Q406532) (← links)
- Phase transition in limiting distributions of coherence of high-dimensional random matrices (Q413738) (← links)
- On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix (Q444980) (← links)
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
- Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
- A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests (Q1952452) (← links)
- A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
- Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices (Q2447336) (← links)
- Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660) (← links)
- The entries of circular orthogonal ensembles (Q3069115) (← links)
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings (Q4916945) (← links)
- Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix (Q5961955) (← links)