Testing Elliptical Models in High Dimensions
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Cites work
- A distribution-free M-estimator of multivariate scatter
- A goodness-of-fit test for elliptical distributions with diagnostic capabilities
- A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach
- A statistic for testing the null hypothesis of elliptical symmetry
- A test for elliptical symmetry
- Central Limit Theorem for Mutual Information of Large MIMO Systems With Elliptically Correlated Channels
- Complex Elliptically Symmetric Distributions: Survey, New Results and Applications
- Elliptical graphical modelling
- Elliptically contoured models in statistics and portfolio theory
- Gaussian Hilbert Spaces
- High-dimensional covariance matrices in elliptical distributions with application to spherical test
- scientific article; zbMATH DE number 1552506 (Why is no real title available?)
- On the theory of elliptically contoured distributions
- Optimal tests for elliptical symmetry: specified and unspecified location
- Robust Estimation of Structured Covariance Matrix for Heavy-Tailed Elliptical Distributions
- Robust self-tuning semiparametric PCA for contaminated elliptical distribution
- Robust sparse covariance estimation by thresholding Tyler's M-estimator
- Sliced Inverse Regression for Dimension Reduction
- Sparse sliced inverse regression via Lasso
- Testing for ellipsoidal symmetry of a multivariate density
- Testing for elliptical symmetry in covariance matrix based analyses.
- Testing for spherical and elliptical symmetry
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