Pages that link to "Item:Q5347400"

The following pages link to Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering (Q5347400):

Displaying 17 items.

• High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
• Confidence regions for entries of a large precision matrix (Q1668572) (← links)
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
• Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors (Q1996788) (← links)
• Testing proportionality of two high-dimensional covariance matrices (Q2189603) (← links)
• Projected tests for high-dimensional covariance matrices (Q2301103) (← links)
• Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
• Tests for high-dimensional covariance matrices (Q3387058) (← links)
• (Q4633051) (← links)
• Covariance-Based Sample Selection for Heterogeneous Data: Applications to Gene Expression and Autism Risk Gene Detection (Q5857123) (← links)
• Use of Random Integration to Test Equality of High Dimensional Covariance Matrices (Q6069480) (← links)
• Nearly optimal central limit theorem and bootstrap approximations in high dimensions (Q6104030) (← links)
• Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
• Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding (Q6108302) (← links)
• Comparing dependent undirected Gaussian networks (Q6122076) (← links)
• Compressed spectral screening for large-scale differential correlation analysis with application in selecting glioblastoma gene modules (Q6138655) (← links)
• Central limit theorems for high dimensional dependent data (Q6178582) (← links)