Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
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Cites work
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Cited in
(only showing first 100 items - show all)- Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error
- Two sample tests for high-dimensional covariance matrices
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- Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices
- Quadratic discriminant analysis by projection
- Covariance matrix testing in high dimension using random projections
- Contrastive latent variable modeling with application to case-control sequencing experiments
- Testing proportionality of two high-dimensional covariance matrices
- Limiting behavior of largest entry of random tensor constructed by high-dimensional data
- Comparing a large number of multivariate distributions
- Two-sample tests for high-dimensional covariance matrices using both difference and ratio
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- Tests for covariance matrices in high dimension with less sample size
- A global homogeneity test for high-dimensional linear regression
- Sign-based test for mean vector in high-dimensional and sparse settings
- Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
- Test for high-dimensional correlation matrices
- High-dimensional tests for functional networks of brain anatomic regions
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- Asymptotic theory for maximum deviations of sample covariance matrix estimates
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- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Use of Random Integration to Test Equality of High Dimensional Covariance Matrices
- Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis
- Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality
- Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
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- Comparing dependent undirected Gaussian networks
- Compressed spectral screening for large-scale differential correlation analysis with application in selecting glioblastoma gene modules
- Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing
- Power enhancement for testing multi-factor asset pricing models via Fisher's method
- Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices
- Estimating the proportion of signal variables under arbitrary covariance dependence
- Detecting changes in correlation networks with application to functional connectivity of fMRI data
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- Covariance monitoring of multimode multivariate IoT devices data
- Two Sample Test for Covariance Matrices in Ultra-High Dimension
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