Pages that link to "Item:Q2447336"
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The following pages link to Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices (Q2447336):
Displaying 16 items.
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
- Cramér type moderate deviation theorems for self-normalized processes (Q726728) (← links)
- Are discoveries spurious? Distributions of maximum spurious correlations and their applications (Q1650067) (← links)
- Asymptotic analysis for extreme eigenvalues of principal minors of random matrices (Q2075335) (← links)
- The asymptotic distributions of the largest entries of sample correlation matrices under an \(\alpha\)-mixing assumption (Q2106858) (← links)
- Limiting behavior of largest entry of random tensor constructed by high-dimensional data (Q2209327) (← links)
- Largest entries of sample correlation matrices from equi-correlated normal populations (Q2280559) (← links)
- Test for high-dimensional correlation matrices (Q2328063) (← links)
- Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
- Spectral Properties of Rescaled Sample Correlation Matrix (Q5041343) (← links)
- 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)
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics (Q6550967) (← links)
- Maximum interpoint distance of high-dimensional random vectors (Q6632617) (← links)
- Limiting distributions of largest entries of sample co-variance matrices from 1-dependent normal populations (Q6634807) (← links)
- Bandwidth selection for large covariance and precision matrices (Q6671919) (← links)
