Pages that link to "Item:Q450870"

The following pages link to Testing the structure of the covariance matrix with fewer observations than the dimension (Q450870):

Displayed 10 items.

• More powerful tests for sparse high-dimensional covariances matrices (Q290714) ‎ (← links)
• High-dimensional inference on covariance structures via the extended cross-data-matrix methodology (Q311815) ‎ (← links)
• Testing block-diagonal covariance structure for high-dimensional data under non-normality (Q512027) ‎ (← links)
• On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) ‎ (← links)
• Testing for independence of high-dimensional variables: \(\rho V\)-coefficient based approach (Q2181735) ‎ (← links)
• Multivariate tests of independence and their application in correlation analysis between financial markets (Q2196137) ‎ (← links)
• A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) ‎ (← links)
• Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) ‎ (← links)
• Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors (Q2317887) ‎ (← links)
• Testing the independence of two random vectors where only one dimension is large (Q5276174) ‎ (← links)