Pages that link to "Item:Q2863100"
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The following pages link to Testing linear hypotheses in high-dimensional regressions (Q2863100):
Displaying 16 items.
- On the sphericity test with large-dimensional observations (Q367207) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- Moderate deviation principle for likelihood ratio test in multivariate linear regression model (Q2111071) (← links)
- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
- Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
- High-dimensional general linear hypothesis tests via non-linear spectral shrinkage (Q2203614) (← links)
- Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955) (← links)
- Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
- Likelihood-based tests on moderate-high-dimensional mean vectors with unequal covariance matrices (Q2398414) (← links)
- Asymptotic linear spectral statistics for spiked Hermitian random matrices (Q2516098) (← links)
- CLT for linear spectral statistics of a rescaled sample precision matrix (Q3459154) (← links)
- PCA likelihood ratio test approach for attributed social networks monitoring (Q5077225) (← links)
- Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension (Q5155185) (← links)
- Testing General Linear Hypotheses Under a High-Dimensional Multivariate Regression Model with Spiked Noise Covariance (Q6651383) (← links)
