Pages that link to "Item:Q2489488"

The following pages link to A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix (Q2489488):

Displaying 26 items.

• A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039) (← links)
• A new test for sphericity of the covariance matrix for high dimensional data (Q149043) (← links)
• Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
• Identity tests for high dimensional data using RMT (Q391630) (← links)
• Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues (Q605864) (← links)
• On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size (Q643409) (← links)
• Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis (Q1650069) (← links)
• A nonuniform bound to an independent test in high dimensional data analysis via Stein's method (Q1733155) (← links)
• Asymptotic and bootstrap tests for subspace dimension (Q2062780) (← links)
• Chernoff information between Gaussian trees (Q2195407) (← links)
• Testing for subsphericity when \(n\) and \(p\) are of different asymptotic order (Q2244531) (← links)
• Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
• Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis (Q2426742) (← links)
• Signal detection in high dimension: the multispiked case (Q2448730) (← links)
• Asymptotic power of likelihood ratio tests for high dimensional data (Q2453893) (← links)
• Some high-dimensional tests for a one-way MANOVA (Q2474245) (← links)
• Some Nonparametric Asymptotic Results for a Class of Stochastic Processes (Q2786242) (← links)
• Estimation in High-Dimensional Analysis and Multivariate Linear Models (Q3006260) (← links)
• Asymptotic Distribution of Studentized Contribution Ratio in High-Dimensional Principal Component Analysis (Q3625358) (← links)
• Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis (Q5009658) (← links)
• Exploring dimension learning via a penalized probabilistic principal component analysis (Q5887975) (← links)
• On testing the equality of latent roots of scatter matrices under ellipticity (Q6183686) (← links)
• Robust signal dimension estimation via SURE (Q6581311) (← links)
• Power enhancement for dimension detection of Gaussian signals (Q6621329) (← links)
• Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices (Q6635581) (← links)
• Bootstrapping non-stationary and irregular time series using singular spectral analysis (Q6655922) (← links)