Pages that link to "Item:Q693724"
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The following pages link to Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724):
Displayed 24 items.
- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
- More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
- Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
- A new test of independence for high-dimensional data (Q395953) (← links)
- Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
- Testing block-diagonal covariance structure for high-dimensional data under non-normality (Q512027) (← links)
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
- On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070) (← links)
- Testing independence in high dimensions using Kendall's tau (Q1662048) (← links)
- Confidence regions for entries of a large precision matrix (Q1668572) (← links)
- Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
- Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices (Q1800935) (← links)
- Test for high dimensional covariance matrices (Q1996783) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
- Test for high-dimensional correlation matrices (Q2328063) (← links)
- Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657) (← links)
- On high-dimensional tests for mutual independence based on Pearson’s correlation coefficient (Q5077444) (← links)
- Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure (Q5155189) (← links)
- Nonconcave penalized estimation for partially linear models with longitudinal data (Q5739649) (← links)
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)