Pages that link to "Item:Q638800"

The following pages link to Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800):

Displaying 36 items.

• Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Asymptotic power of likelihood ratio tests for high dimensional data (Q2453893) (← links)
• An exact test about the covariance matrix (Q2637609) (← links)
• Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
• Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
• Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings (Q4916945) (← links)
• (Q4986376) (← links)
• Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models (Q5004034) (← links)
• Spectral Properties of Rescaled Sample Correlation Matrix (Q5041343) (← links)
• Hypothesis Testing for Block-structured Correlation for High Dimensional Variables (Q5066769) (← links)
• Quantification of model bias underlying the phenomenon of Einstein from Noise (Q5072153) (← links)
• On high-dimensional tests for mutual independence based on Pearson’s correlation coefficient (Q5077444) (← links)
• Testing diagonality of high-dimensional covariance matrix under non-normality (Q5106997) (← links)
• Discriminant analysis in small and large dimensions (Q5117960) (← links)
• A test for the complete independence of high-dimensional random vectors (Q5221520) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• Using Maximum Entry-Wise Deviation to Test the Goodness of Fit for Stochastic Block Models (Q6040696) (← links)
• Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)
• Facets of spherical random polytopes (Q6093886) (← links)
• A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm (Q6101694) (← links)
• Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
• Max-sum test based on Spearman's footrule for high-dimensional independence tests (Q6170540) (← links)
• Logarithmic law of large random correlation matrices (Q6178564) (← links)
• Sharp optimality for high-dimensional covariance testing under sparse signals (Q6183765) (← links)
• Testing for independence in high dimensions based on empirical copulas (Q6192330) (← links)
• Strong limit theorem for largest entry of large-dimensional random tensor (Q6192470) (← links)
• Point process convergence for symmetric functions of high-dimensional random vectors (Q6536819) (← links)
• Two-sample test of stochastic block models (Q6554255) (← links)
• A new method of testing mutual independence (Q6588648) (← links)
• Distance correlation test for high-dimensional independence (Q6589588) (← links)
• Limiting distributions of largest entries of sample co-variance matrices from 1-dependent normal populations (Q6634807) (← links)
• Joint sequential detection and isolation for dependent data streams (Q6656604) (← links)
• An adaptive test based on Kendall's tau for independence in high dimensions (Q6669473) (← links)
• Bandwidth selection for large covariance and precision matrices (Q6671919) (← links)
• Limit laws for the maximum interpoint distance under a 1-dependent assumption (Q6671988) (← links)