Pages that link to "Item:Q4916945"

The following pages link to Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings (Q4916945):

Displaying 50 items.

• Optimal covariance change point localization in high dimensions (Q97725) (← links)
• Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error (Q134115) (← links)
• Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
• Gaussian graphical model estimation with false discovery rate control (Q152850) (← links)
• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
• A high dimensional two-sample test under a low dimensional factor structure (Q495362) (← links)
• A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
• High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
• Inference for high-dimensional differential correlation matrices (Q900795) (← links)
• Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
• A high-dimensional two-sample test for the mean using random subspaces (Q1623444) (← links)
• A testing based approach to the discovery of differentially correlated variable sets (Q1624840) (← links)
• Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
• Confidence regions for entries of a large precision matrix (Q1668572) (← links)
• Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control (Q1694484) (← links)
• An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
• High-dimensional consistent independence testing with maxima of rank correlations (Q1996766) (← links)
• Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors (Q1996788) (← links)
• Generalized Schott type tests for complete independence in high dimensions (Q2022562) (← links)
• A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension (Q2032194) (← links)
• Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration (Q2065270) (← links)
• Test on the linear combinations of covariance matrices in high-dimensional data (Q2066518) (← links)
• Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (Q2091835) (← links)
• Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum (Q2101405) (← links)
• A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models (Q2111963) (← links)
• Testing hypotheses about covariance matrices in general MANOVA designs (Q2123260) (← links)
• Sparse high-dimensional linear regression. Estimating squared error and a phase transition (Q2131259) (← links)
• Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
• Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885) (← links)
• Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
• Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices (Q2140845) (← links)
• Quadratic discriminant analysis by projection (Q2140867) (← links)
• Covariance matrix testing in high dimension using random projections (Q2155009) (← links)
• Contrastive latent variable modeling with application to case-control sequencing experiments (Q2170381) (← links)
• Testing proportionality of two high-dimensional covariance matrices (Q2189603) (← links)
• Limiting behavior of largest entry of random tensor constructed by high-dimensional data (Q2209327) (← links)
• Comparing a large number of multivariate distributions (Q2214253) (← links)
• Two-sample tests for high-dimensional covariance matrices using both difference and ratio (Q2219224) (← links)
• Bayesian bandwidth test and selection for high-dimensional banded precision matrices (Q2226705) (← links)
• Test for high-dimensional mean vector under missing observations (Q2237813) (← links)
• Point process convergence for the off-diagonal entries of sample covariance matrices (Q2240824) (← links)
• Tests for covariance matrices in high dimension with less sample size (Q2252902) (← links)
• A global homogeneity test for high-dimensional linear regression (Q2263711) (← links)
• Sign-based test for mean vector in high-dimensional and sparse settings (Q2287782) (← links)
• Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
• Test for high-dimensional correlation matrices (Q2328063) (← links)
• High-dimensional tests for functional networks of brain anatomic regions (Q2400816) (← links)
• Optimal hypothesis testing for high dimensional covariance matrices (Q2435246) (← links)
• Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660) (← links)
• Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← links)