Pages that link to "Item:Q2561451"
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The following pages link to On some test criteria for covariance matrix (Q2561451):
Displaying 50 items.
- Optimal-order bounds on the rate of convergence to normality in the multivariate delta method (Q276236) (← links)
- More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
- Sharp minimax tests for large covariance matrices and adaptation (Q309553) (← links)
- Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
- On testing sphericity and identity of a covariance matrix with large dimensions (Q324615) (← links)
- On the sphericity test with large-dimensional observations (Q367207) (← links)
- Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
- A new test for the proportionality of two large-dimensional covariance matrices (Q406556) (← links)
- Tests of homogeneity of means and covariance matrices for multivariate incomplete data (Q463136) (← links)
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality (Q538191) (← links)
- A class of tests for a general covariance structure (Q581964) (← links)
- On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size (Q643409) (← links)
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
- Fixed width confidence region for the mean of a multivariate normal distribution (Q697456) (← links)
- Adjusting for confounders in cross-correlation analysis: an application to resting state networks (Q721615) (← links)
- Inference on covariance matrices under rank restrictions (Q913413) (← links)
- Linear latent variable models and covariance structures (Q915307) (← links)
- Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
- Productivity, preferences and UIP deviations in an open economy business cycle model (Q993474) (← links)
- Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
- Asymptotic expansions of the distributions of some test statistics (Q1065479) (← links)
- On some pattern-reduction matrices which appear in statistics (Q1066593) (← links)
- The asymptotic expansion of the distribution of Anderson's statistic for testing a latent vector of a covariance matrix (Q1145441) (← links)
- Robust statistics for test-of-independence and related structural models (Q1199861) (← links)
- On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations (Q1206455) (← links)
- Asymptotic nonnull distributions of certain test criteria for a covariance matrix (Q1223106) (← links)
- Properties of some test criteria for covariance matrix (Q1239999) (← links)
- The new test criterion for the homogeneity of parameters of several populations (Q1242401) (← links)
- Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives (Q1253513) (← links)
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
- Testing independence in high dimensions with sums of rank correlations (Q1747739) (← links)
- Testing independence with high-dimensional correlated samples (Q1750290) (← links)
- Null distribution of the sum of squared \(z\)-transforms in testing complete independence (Q1813352) (← links)
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size (Q1848966) (← links)
- High-dimensional consistent independence testing with maxima of rank correlations (Q1996766) (← links)
- Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160) (← links)
- A high dimensional nonparametric test for proportional covariance matrices (Q2034477) (← links)
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Covariance matrix testing in high dimension using random projections (Q2155009) (← links)
- Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
- Nonnull distributions of two test criteria for independence under local alternatives (Q2265773) (← links)
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
- Hypothesis testing for the identity of high-dimensional covariance matrices (Q2307394) (← links)
- Testing for independence of large dimensional vectors (Q2328066) (← links)
- Detecting positive correlations in a multivariate sample (Q2345119) (← links)
- CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size (Q2348737) (← links)
- Optimal hypothesis testing for high dimensional covariance matrices (Q2435246) (← links)
- Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660) (← links)
