Pages that link to "Item:Q2435246"
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The following pages link to Optimal hypothesis testing for high dimensional covariance matrices (Q2435246):
Displaying 14 items.
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← 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)
- Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality (Q6106231) (← links)
- Contiguity under high-dimensional Gaussianity with applications to covariance testing (Q6138900) (← links)
- Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
- Dimension-agnostic inference using cross U-statistics (Q6178581) (← links)
- Sharp optimality for high-dimensional covariance testing under sparse signals (Q6183765) (← links)
- StarTrek: combinatorial variable selection with false discovery rate control (Q6192319) (← links)
- Testing for independence in high dimensions based on empirical copulas (Q6192330) (← links)
- Moderate deviation principle for different types of classical likelihood ratio tests (Q6541102) (← links)
- Distance correlation test for high-dimensional independence (Q6589588) (← links)
- Homogeneity tests for high-dimensional mean vectors and covariance matrices (Q6621347) (← links)
- Joint sequential detection and isolation for dependent data streams (Q6656604) (← links)
