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The following pages link to An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532):
Displaying 4 items.
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
- Test for high-dimensional correlation matrices (Q2328063) (← links)
- Point process convergence for symmetric functions of high-dimensional random vectors (Q6536819) (← links)
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics (Q6550967) (← links)