Pages that link to "Item:Q1043713"

The following pages link to Corrections to LRT on large-dimensional covariance matrix by RMT (Q1043713):

Displaying 50 items.

• Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
• Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
• More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
• Sharp minimax tests for large covariance matrices and adaptation (Q309553) (← links)
• Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
• Regularized LRT for large scale covariance matrices: one sample problem (Q338414) (← links)
• Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
• On the sphericity test with large-dimensional observations (Q367207) (← links)
• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
• Identity tests for high dimensional data using RMT (Q391630) (← links)
• A new test for the proportionality of two large-dimensional covariance matrices (Q406556) (← links)
• Semicircle law of Tyler's \(M\)-estimator for scatter (Q433584) (← links)
• Likelihood ratio tests for covariance matrices of high-dimensional normal distributions (Q433736) (← links)
• High-dimensional rank tests for sphericity (Q512015) (← links)
• On testing the equality of high dimensional mean vectors with unequal covariance matrices (Q520564) (← links)
• A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
• Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
• Convergence rates to the Marchenko-Pastur type distribution (Q655317) (← links)
• Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
• Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
• Corrections to LRT on large-dimensional covariance matrix by RMT (Q1043713) (← links)
• Testing proportionality of two large-dimensional covariance matrices (Q1623621) (← links)
• A supplement on CLT for LSS under a large dimensional generalized spiked covariance model (Q1642248) (← links)
• On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
• Power computation for hypothesis testing with high-dimensional covariance matrices (Q1658719) (← links)
• Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
• Pythagorean generalization of testing the equality of two symmetric positive definite matrices (Q1680188) (← links)
• On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality (Q1726809) (← links)
• High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
• An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
• Testing independence with high-dimensional correlated samples (Q1750290) (← links)
• Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
• Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
• Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT (Q1991686) (← links)
• High-dimensional consistent independence testing with maxima of rank correlations (Q1996766) (← links)
• Test for high dimensional covariance matrices (Q1996783) (← links)
• A two-sample test for the equality of univariate marginal distributions for high-dimensional data (Q2008229) (← links)
• Generalized Schott type tests for complete independence in high dimensions (Q2022562) (← links)
• Sphericity and identity test for high-dimensional covariance matrix using random matrix theory (Q2025160) (← links)
• A high dimensional nonparametric test for proportional covariance matrices (Q2034477) (← links)
• High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
• High-dimensional sphericity test by extended likelihood ratio (Q2051523) (← links)
• Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration (Q2065270) (← links)
• Test on the linear combinations of covariance matrices in high-dimensional data (Q2066518) (← links)
• A note on the likelihood ratio test in high-dimensional exploratory factor analysis (Q2066588) (← links)
• Moderate deviation principle for likelihood ratio test in multivariate linear regression model (Q2111071) (← links)
• Kronecker delta method for testing independence between two vectors in high-dimension (Q2122817) (← links)
• CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
• Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885) (← links)
• CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (Q2146455) (← links)