Pages that link to "Item:Q1043713"
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The following pages link to Corrections to LRT on large-dimensional covariance matrix by RMT (Q1043713):
Displaying 30 items.
- Testing covariance structure of large-dimensional data based on Wald’s score test (Q5359047) (← links)
- Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model (Q5864652) (← 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)
- Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)
- The moderate deviation principles of likelihood ratio tests under alternative hypothesis (Q6077687) (← links)
- On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence (Q6084694) (← links)
- Behavior of Some Hypothesis Tests for the Covariance Matrix of High Dimensional Data (Q6107046) (← links)
- Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding (Q6108302) (← links)
- A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions (Q6115515) (← links)
- Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices (Q6118390) (← links)
- Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications (Q6136598) (← links)
- Contiguity under high-dimensional Gaussianity with applications to covariance testing (Q6138900) (← links)
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)
- Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors (Q6157048) (← links)
- Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
- A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
- Covariance analysis for temporal data, with applications to DNA modelling (Q6540516) (← links)
- Moderate deviation principle for different types of classical likelihood ratio tests (Q6541102) (← links)
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics (Q6550967) (← links)
- Statistical Inferences for Complex Dependence of Multimodal Imaging Data (Q6567943) (← links)
- Distance correlation test for high-dimensional independence (Q6589588) (← links)
- Linear spectral statistics of sequential sample covariance matrices (Q6596222) (← links)
- Homogeneity tests for high-dimensional mean vectors and covariance matrices (Q6621347) (← links)
- Detecting Changes in Covariance via Random Matrix Theory (Q6631156) (← links)
- Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices (Q6635581) (← links)
- Covariance structure tests for multivariate \(t\)-distribution (Q6640098) (← links)
- Spectrum of high-dimensional sample covariance and related matrices: a selective review (Q6645567) (← links)
- Statistical inference on kurtosis of independent component model (Q6651140) (← links)
