Pages that link to "Item:Q1043713"

The following pages link to Corrections to LRT on large-dimensional covariance matrix by RMT (Q1043713):

Displaying 50 items.

• Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
• Testing proportionality of two high-dimensional covariance matrices (Q2189603) (← links)
• Two-sample tests for high-dimensional covariance matrices using both difference and ratio (Q2219224) (← links)
• A note on the CLT of the LSS for sample covariance matrix from a spiked population model (Q2252894) (← links)
• Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
• On testing for high-dimensional white noise (Q2284378) (← links)
• Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices (Q2288763) (← links)
• Projected tests for high-dimensional covariance matrices (Q2301103) (← links)
• Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
• Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors (Q2317887) (← links)
• Testing for independence of large dimensional vectors (Q2328066) (← links)
• Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955) (← links)
• CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size (Q2348737) (← links)
• Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
• Likelihood-based tests on moderate-high-dimensional mean vectors with unequal covariance matrices (Q2398414) (← links)
• Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions (Q2400815) (← links)
• Simultaneous testing of mean vector and covariance matrix for high-dimensional data (Q2407080) (← links)
• Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails (Q2434470) (← links)
• Optimal hypothesis testing for high dimensional covariance matrices (Q2435246) (← links)
• Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660) (← links)
• Signal detection in high dimension: the multispiked case (Q2448730) (← links)
• Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Asymptotic power of likelihood ratio tests for high dimensional data (Q2453893) (← links)
• Asymptotic linear spectral statistics for spiked Hermitian random matrices (Q2516098) (← links)
• An exact test about the covariance matrix (Q2637609) (← links)
• Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
• Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) (← links)
• Testing high-dimensional covariance matrices under the elliptical distribution and beyond (Q2658752) (← links)
• Testing the equality of multiple high-dimensional covariance matrices (Q2674609) (← links)
• Testing linear hypotheses in high-dimensional regressions (Q2863100) (← links)
• Truncations of Haar distributed matrices, traces and bivariate Brownian bridges (Q2893156) (← links)
• Tests for high-dimensional covariance matrices (Q3387058) (← links)
• Global one-sample tests for high-dimensional covariance matrices (Q3389616) (← links)
• CLT for linear spectral statistics of a rescaled sample precision matrix (Q3459154) (← links)
• Efficient computation of limit spectra of sample covariance matrices (Q3459159) (← links)
• Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657) (← links)
• Testing Independence via Spectral Moments (Q4554535) (← links)
• A study of two high-dimensional likelihood ratio tests under alternative hypotheses (Q4603582) (← links)
• Testing identity of high-dimensional covariance matrix (Q4960708) (← links)
• Testing Independence Among a Large Number of High-Dimensional Random Vectors (Q4975402) (← links)
• A semiparametric graphical modelling approach for large-scale equity selection (Q5001189) (← links)
• Hypothesis Testing for Block-structured Correlation for High Dimensional Variables (Q5066769) (← links)
• Empirical likelihood method for complete independence test on high-dimensional data (Q5086106) (← links)
• Discriminant analysis in small and large dimensions (Q5117960) (← links)
• Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension (Q5155185) (← links)
• Multi-sample test for high-dimensional covariance matrices (Q5160245) (← links)
• A test for the complete independence of high-dimensional random vectors (Q5221520) (← links)
• Testing the independence of two random vectors where only one dimension is large (Q5276174) (← links)
• Adaptive test for large covariance matrices with missing observations (Q5278118) (← links)