Pages that link to "Item:Q1848966"

The following pages link to Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size (Q1848966):

Displaying 50 items.

• Two-sample Hypothesis Testing for Inhomogeneous Random Graphs (Q126111) (← links)
• A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039) (← links)
• A new test for sphericity of the covariance matrix for high dimensional data (Q149043) (← links)
• Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
• Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
• Optimal-order bounds on the rate of convergence to normality in the multivariate delta method (Q276236) (← links)
• On high-dimensional sign tests (Q282562) (← links)
• More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
• Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
• Sharp minimax tests for large covariance matrices and adaptation (Q309553) (← links)
• The Tracy-Widom law for the largest eigenvalue of F type matrices (Q309724) (← links)
• A note on tests for high-dimensional covariance matrices (Q310639) (← links)
• Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
• On testing sphericity and identity of a covariance matrix with large dimensions (Q324615) (← 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)
• Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
• Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension (Q391567) (← links)
• The distance correlation \(t\)-test of independence in high dimension (Q391599) (← links)
• Identity tests for high dimensional data using RMT (Q391630) (← links)
• High-dimensional rank tests for sphericity (Q512015) (← links)
• A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
• A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
• Inference in regression models with many regressors (Q528054) (← links)
• Some tests for the covariance matrix with fewer observations than the dimension under non-normality (Q538191) (← links)
• Statistical inference for functional relationship between the specified and the remainder populations (Q614520) (← links)
• On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size (Q643409) (← links)
• Eigenvectors of some large sample covariance matrix ensembles (Q644783) (← links)
• Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
• A robust test for sphericity of high-dimensional covariance matrices (Q746886) (← links)
• Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
• Spectral statistics of large dimensional Spearman's rank correlation matrix and its application (Q892251) (← links)
• Approximation of rectangular beta-Laguerre ensembles and large deviations (Q895890) (← links)
• High-dimensional asymptotic expansions for the distributions of canonical correlations (Q958920) (← links)
• Productivity, preferences and UIP deviations in an open economy business cycle model (Q993474) (← links)
• Statistical eigen-inference from large Wishart matrices (Q1000310) (← links)
• Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large (Q1006670) (← links)
• High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound (Q1041067) (← links)
• Corrections to LRT on large-dimensional covariance matrix by RMT (Q1043713) (← links)
• Sample size determination in estimating a covariance matrix (Q1105949) (← links)
• Effective sample size for spatial regression models (Q1616305) (← links)
• On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
• A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
• Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
• Comparison of a large number of regression curves (Q1679568) (← 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)
• Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data (Q1744028) (← links)