The following pages link to Dandan Jiang (Q321907):
Displaying 19 items.
- Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions (Q433736) (← links)
- Corrections to LRT on large-dimensional covariance matrix by RMT (Q1043713) (← links)
- (Q1935712) (redirect page) (← links)
- Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
- Partial generalized four moment theorem revisited (Q1983608) (← links)
- Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2214247) (← links)
- The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications (Q2242854) (← links)
- Likelihood-based tests on moderate-high-dimensional mean vectors with unequal covariance matrices (Q2398414) (← links)
- A multi-parameter regularization model for deblurring images corrupted by impulsive noise (Q2405844) (← links)
- Testing linear hypotheses in high-dimensional regressions (Q2863100) (← links)
- Inference on multiple correlation coefficients with moderately high dimensional data (Q3191480) (← links)
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204) (← links)
- Testing covariance structure of large-dimensional data based on Wald’s score test (Q5359047) (← links)
- A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications (Q6069893) (← links)
- Nonlocal Cahn-Hilliard type model for image inpainting (Q6202606) (← links)
- Inference on testing the number of spikes in a high-dimensional generalized two-sample spiked model and its applications (Q6516484) (← links)
- Group tests for high-dimensional failure time data with the additive hazards models (Q6636146) (← links)
- Covariance test and universal bootstrap by operator norm (Q6760116) (← links)
