Pages that link to "Item:Q3595021"

The following pages link to Asymptotic distribution of the largest off-diagonal entry of correlation matrices (Q3595021):

Displaying 30 items.

• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
• Phase transition in limiting distributions of coherence of high-dimensional random matrices (Q413738) (← links)
• On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix (Q444980) (← links)
• Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
• Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications (Q820817) (← links)
• Spectral statistics of large dimensional Spearman's rank correlation matrix and its application (Q892251) (← links)
• Asymptotic power of Rao's score test for independence in high dimensions (Q1715529) (← 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)
• High-dimensional consistent independence testing with maxima of rank correlations (Q1996766) (← links)
• Asymptotic analysis for extreme eigenvalues of principal minors of random matrices (Q2075335) (← links)
• Asymptotic distribution of the maximum interpoint distance for high-dimensional data (Q2081743) (← links)
• The asymptotic distributions of the largest entries of sample correlation matrices under an \(\alpha\)-mixing assumption (Q2106858) (← links)
• Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← links)
• Limiting behavior of largest entry of random tensor constructed by high-dimensional data (Q2209327) (← links)
• Point process convergence for the off-diagonal entries of sample covariance matrices (Q2240824) (← links)
• Largest entries of sample correlation matrices from equi-correlated normal populations (Q2280559) (← links)
• Tracy-Widom limit for Kendall's tau (Q2284382) (← 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)
• Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices (Q2447336) (← links)
• Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660) (← links)
• Test on stochastic block model: local smoothing and extreme value theory (Q2674944) (← links)
• The entries of circular orthogonal ensembles (Q3069115) (← links)
• Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings (Q4916945) (← links)
• A semiparametric graphical modelling approach for large-scale equity selection (Q5001189) (← links)
• Hypothesis Testing for Block-structured Correlation for High Dimensional Variables (Q5066769) (← links)
• A test for the complete independence of high-dimensional random vectors (Q5221520) (← links)
• Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix (Q5961955) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• Logarithmic law of large random correlation matrices (Q6178564) (← links)