Pages that link to "Item:Q2042528"
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The following pages link to Hypothesis tests for high-dimensional covariance structures (Q2042528):
Displaying 27 items.
- Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology (Q311815) (← links)
- Testing block-diagonal covariance structure for high-dimensional data under non-normality (Q512027) (← links)
- Testing covariates in high-dimensional regression (Q743995) (← links)
- Hypothesis testing for high-dimensional multinomials: a selective review (Q1624805) (← links)
- Power computation for hypothesis testing with high-dimensional covariance matrices (Q1658719) (← links)
- Test for high dimensional covariance matrices (Q1996783) (← links)
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828) (← links)
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
- Hypothesis testing for the identity of high-dimensional covariance matrices (Q2307394) (← links)
- On Test Statistics in Profile Analysis with High-dimensional Data (Q2828780) (← links)
- Tests for high-dimensional covariance matrices (Q3387058) (← links)
- Testing the mean matrix in high‐dimensional transposable data (Q3465741) (← links)
- THREE STATISTICS FOR HYPOTHESIS TESTING OF INTERMEDIATE LATENT VECTOR OF COVARIANCE MATRIX AND THEIR BOOTSTRAP TESTS (Q4244087) (← links)
- Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity (Q4556714) (← links)
- Tests of Concentration for Low-Dimensional and High-Dimensional Directional Data (Q4595756) (← links)
- On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture (Q4607210) (← links)
- (Q4717660) (← links)
- A Flexible Framework for Hypothesis Testing in High Dimensions (Q5087152) (← links)
- Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure (Q5155189) (← links)
- A hybrid omnibus test for generalized semiparametric single‐index models with high‐dimensional covariate sets (Q5214543) (← links)
- CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET (Q6095475) (← links)
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)
- Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
- Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix (Q6170542) (← links)
- Statistical inference under the strongly spiked eigenvalue model (Q6601514) (← links)
- Test for high-dimensional outliers with principal component analysis (Q6670084) (← links)
