Pages that link to "Item:Q4916945"

The following pages link to Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings (Q4916945):

Displaying 47 items.

• Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← 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)
• Tests for high-dimensional covariance matrices (Q3387058) (← links)
• Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657) (← links)
• (Q4558531) (← links)
• Multiple Testing of Submatrices of a Precision Matrix With Applications to Identification of Between Pathway Interactions (Q4690961) (← links)
• Sequential change-point detection in high-dimensional Gaussian graphical models (Q4969142) (← links)
• Two‐sample test based on classification probability (Q4970306) (← links)
• Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models (Q4999175) (← links)
• Hypothesis Testing for Network Data with Power Enhancement (Q5037828) (← links)
• Graph-based two-sample tests for data with repeated observations (Q5037832) (← links)
• Hypothesis Testing for Block-structured Correlation for High Dimensional Variables (Q5066769) (← links)
• A new method for multi-sample high-dimensional covariance matrices test based on permutation (Q5092684) (← links)
• GAP: A General Framework for Information Pooling in Two-Sample Sparse Inference (Q5120661) (← links)
• Simultaneous Covariance Inference for Multimodal Integrative Analysis (Q5120666) (← links)
• Efficient Signal Inclusion With Genomic Applications (Q5208082) (← links)
• A test for the complete independence of high-dimensional random vectors (Q5221520) (← links)
• Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering (Q5347400) (← links)
• Covariance-Based Sample Selection for Heterogeneous Data: Applications to Gene Expression and Autism Risk Gene Detection (Q5857123) (← links)
• Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880055) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• Use of Random Integration to Test Equality of High Dimensional Covariance Matrices (Q6069480) (← links)
• Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis (Q6079973) (← links)
• Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality (Q6106231) (← links)
• Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding (Q6108302) (← links)
• Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices (Q6118390) (← links)
• Comparing dependent undirected Gaussian networks (Q6122076) (← links)
• Compressed spectral screening for large-scale differential correlation analysis with application in selecting glioblastoma gene modules (Q6138655) (← links)
• Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
• Estimating the proportion of signal variables under arbitrary covariance dependence (Q6158210) (← links)
• Detecting changes in correlation networks with application to functional connectivity of fMRI data (Q6175696) (← links)
• Sharp optimality for high-dimensional covariance testing under sparse signals (Q6183765) (← links)
• StarTrek: combinatorial variable selection with false discovery rate control (Q6192319) (← links)
• Point process convergence for symmetric functions of high-dimensional random vectors (Q6536819) (← links)
• Nonparametric conditional mean testing via an extreme-type statistic in high dimension (Q6536932) (← links)
• Covariance analysis for temporal data, with applications to DNA modelling (Q6540516) (← links)
• Set-based differential covariance testing for genomics (Q6541510) (← links)
• Testing the differential network between two gaussian graphical models with false discovery rate control (Q6552575) (← links)
• Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics (Q6552995) (← links)
• Sparse signal detection in heteroscedastic Gaussian sequence models: sharp minimax rates (Q6565316) (← links)
• Support recovery of Gaussian graphical model with false discovery rate control (Q6594996) (← links)
• The cluster D-trace loss for differential network analysis (Q6604246) (← links)
• Two-sample test for high-dimensional covariance matrices: a normal-reference approach (Q6615372) (← links)
• The quantile-based empirical likelihood for the difference of quantiles (Q6650743) (← links)
• Validating approximate slope homogeneity in large panels (Q6664673) (← links)
• Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm (Q6667483) (← links)