Pages that link to "Item:Q3545415"

The following pages link to Testing for complete independence in high dimensions (Q3545415):

Displaying 50 items.

• A new test for sphericity of the covariance matrix for high dimensional data (Q149043) (← links)
• More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
• Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
• Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
• The distance correlation \(t\)-test of independence in high dimension (Q391599) (← links)
• Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression (Q391928) (← links)
• A new test of independence for high-dimensional data (Q395953) (← links)
• Limiting distributions of high-dimensional multivariate beta-type distributions (Q444961) (← links)
• Testing the structure of the covariance matrix with fewer observations than the dimension (Q450870) (← links)
• Testing block-diagonal covariance structure for high-dimensional data under non-normality (Q512027) (← links)
• A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
• A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
• Some tests for the covariance matrix with fewer observations than the dimension under non-normality (Q538191) (← 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)
• Spectral statistics of large dimensional Spearman's rank correlation matrix and its application (Q892251) (← links)
• A note on testing complete independence for high dimensional data (Q900534) (← links)
• A test for independence of two sets of variables when the number of variables is large relative to the sample size (Q956401) (← links)
• High-dimensional asymptotic expansions for the distributions of canonical correlations (Q958920) (← links)
• High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound (Q1041067) (← links)
• On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
• Testing independence in high dimensions using Kendall's tau (Q1662048) (← links)
• Comparison of a large number of regression curves (Q1679568) (← links)
• Asymptotic normality of quadratic forms with random vectors of increasing dimension (Q1686240) (← links)
• Asymptotic power of Rao's score test for independence in high dimensions (Q1715529) (← links)
• A nonuniform bound to an independent test in high dimensional data analysis via Stein's method (Q1733155) (← links)
• Testing independence in high dimensions with sums of rank correlations (Q1747739) (← links)
• Testing independence with high-dimensional correlated samples (Q1750290) (← links)
• Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
• High-dimensional consistent independence testing with maxima of rank correlations (Q1996766) (← links)
• Generalized Schott type tests for complete independence in high dimensions (Q2022562) (← links)
• Hypothesis tests for high-dimensional covariance structures (Q2042528) (← links)
• Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
• Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm (Q2137038) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
• Testing for high-dimensional network parameters in auto-regressive models (Q2283570) (← links)
• Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors (Q2317887) (← links)
• Test for high-dimensional correlation matrices (Q2328063) (← links)
• Detecting positive correlations in a multivariate sample (Q2345119) (← links)
• The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization (Q2378634) (← links)
• A two-sample test for high-dimensional data with applications to gene-set testing (Q2380090) (← links)
• Calibration of the empirical likelihood for high-dimensional data (Q2393156) (← links)
• Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660) (← links)
• A note on tests of sphericity and cross-sectional dependence for fixed effects panel model (Q2512350) (← links)
• Finiteness of small factor analysis models (Q2634808) (← links)
• Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices (Q2692519) (← links)
• Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657) (← links)
• Testing Independence via Spectral Moments (Q4554535) (← links)