Pages that link to "Item:Q2447660"
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The following pages link to Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660):
Displaying 13 items.
- Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error (Q134115) (← links)
- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
- Sharp minimax tests for large covariance matrices and adaptation (Q309553) (← links)
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Test for high dimensional covariance matrices (Q1996783) (← links)
- Limiting behavior of largest entry of random tensor constructed by high-dimensional data (Q2209327) (← links)
- Global one-sample tests for high-dimensional covariance matrices (Q3389616) (← links)
- Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657) (← links)
- Hypothesis Testing for Block-structured Correlation for High Dimensional Variables (Q5066769) (← links)
- Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880055) (← links)
- Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)
- Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
