Pages that link to "Item:Q367207"
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The following pages link to On the sphericity test with large-dimensional observations (Q367207):
Displayed 36 items.
- A robust test for sphericity of high-dimensional covariance matrices (Q746886) (← links)
- A supplement on CLT for LSS under a large dimensional generalized spiked covariance model (Q1642248) (← links)
- Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
- High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
- Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- High-dimensional sphericity test by extended likelihood ratio (Q2051523) (← links)
- Robust modified classical spherical tests in the presence of outliers (Q2093133) (← links)
- Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum (Q2101405) (← links)
- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
- CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (Q2146455) (← links)
- Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA (Q2155641) (← links)
- Testing proportionality of two high-dimensional covariance matrices (Q2189603) (← links)
- Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
- On testing for high-dimensional white noise (Q2284378) (← links)
- Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices (Q2288763) (← links)
- Hypothesis testing for the identity of high-dimensional covariance matrices (Q2307394) (← 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)
- Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions (Q2400815) (← links)
- Asymptotic power of likelihood ratio tests for high dimensional data (Q2453893) (← links)
- Asymptotic linear spectral statistics for spiked Hermitian random matrices (Q2516098) (← links)
- Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) (← links)
- Testing high-dimensional covariance matrices under the elliptical distribution and beyond (Q2658752) (← links)
- Tests for high-dimensional covariance matrices (Q3387058) (← links)
- Testing identity of high-dimensional covariance matrix (Q4960708) (← links)
- Testing Independence Among a Large Number of High-Dimensional Random Vectors (Q4975402) (← links)
- Testing the independence of two random vectors where only one dimension is large (Q5276174) (← links)
- Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)
- The moderate deviation principles of likelihood ratio tests under alternative hypothesis (Q6077687) (← links)
- Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications (Q6136598) (← links)
- Contiguity under high-dimensional Gaussianity with applications to covariance testing (Q6138900) (← links)
- Linear eigenvalue statistics of <i>XX</i>′ matrices (Q6142816) (← links)
- Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
- Logarithmic law of large random correlation matrices (Q6178564) (← links)
- A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)