Pages that link to "Item:Q149039"
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The following pages link to A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039):
Displaying 39 items.
- Testing the equality of multiple high-dimensional covariance matrices (Q2674609) (← links)
- On testing for homogeneity of the covariance matrices. (Q2731128) (← links)
- Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations (Q2807776) (← links)
- Testing linear hypotheses in high-dimensional regressions (Q2863100) (← links)
- Tests for mean vectors in high dimension (Q2870766) (← links)
- A Test for Multivariate Analysis of Variance in High Dimension (Q2920062) (← links)
- A homogeneity test of large dimensional covariance matrices under non-normality (Q3120361) (← links)
- Tests for high-dimensional covariance matrices (Q3387058) (← links)
- Likelihood Ratio Tests for High‐Dimensional Normal Distributions (Q3460657) (← links)
- A Test for the Equality of Means of Two Groups with Different Variances When the Sample Size and the Dimension are Large (Q3585302) (← links)
- Permutation Test for Equality of Individual an Eigenvalue from a Covariance Matrix in High-Dimension (Q3652713) (← links)
- MULTIVARLYTE ANALYSIS OF CLUSTERED SURVEY DATA: TESTING EQUALITY OF COVARLANCE MATRICES (Q4029921) (← links)
- Testing Independence via Spectral Moments (Q4554535) (← links)
- A study of two high-dimensional likelihood ratio tests under alternative hypotheses (Q4603582) (← links)
- An Approximation for the Test of the Equality of the Smallest Eigenvalues of a Covariance Matrix (Q4904700) (← links)
- A STATISTIC FOR TESTING THE EQUALITY OF EIGENVALUE OF COVARIANCE MATRIX ON MULTIPOPULATION (Q4916878) (← links)
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings (Q4916945) (← links)
- Biplot methodology in exploratory analysis of microarray data (Q4969669) (← links)
- Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality (Q4976251) (← links)
- Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis (Q5009658) (← links)
- Graph-based two-sample tests for data with repeated observations (Q5037832) (← links)
- Robust tests of the equality of two high-dimensional covariance matrices (Q5081046) (← links)
- A new method for multi-sample high-dimensional covariance matrices test based on permutation (Q5092684) (← links)
- Simultaneous Covariance Inference for Multimodal Integrative Analysis (Q5120666) (← links)
- Multi-sample test for high-dimensional covariance matrices (Q5160245) (← links)
- Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering (Q5347400) (← links)
- High-dimensional multivariate repeated measures analysis with unequal covariance matrices (Q5964270) (← links)
- Use of Random Integration to Test Equality of High Dimensional Covariance Matrices (Q6069480) (← 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)
- Preliminary Multiple-Test Estimation, With Applications to <i>k</i>-Sample Covariance Estimation (Q6110709) (← links)
- Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices (Q6118390) (← links)
- Compressed spectral screening for large-scale differential correlation analysis with application in selecting glioblastoma gene modules (Q6138655) (← links)
- Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors (Q6157048) (← links)
- Covariance analysis for temporal data, with applications to DNA modelling (Q6540516) (← links)
- Homogeneity tests of covariance for high-dimensional functional data with applications to event segmentation (Q6589277) (← links)
- Statistical inference under the strongly spiked eigenvalue model (Q6601514) (← links)
- Two-sample test for high-dimensional covariance matrices: a normal-reference approach (Q6615372) (← links)
- Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices (Q6635581) (← links)
