Pages that link to "Item:Q2451622"

The following pages link to Hypothesis testing for high-dimensional covariance matrices (Q2451622):

Displaying 43 items.

• More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
• High-dimensional inference on covariance structures via the extended cross-data-matrix methodology (Q311815) (← links)
• Identity tests for high dimensional data using RMT (Q391630) (← links)
• Testing block-diagonal covariance structure for high-dimensional data under non-normality (Q512027) (← links)
• On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size (Q643409) (← links)
• Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
• Power computation for hypothesis testing with high-dimensional covariance matrices (Q1658719) (← links)
• Testing the order of a population spectral distribution for high-dimensional data (Q1659483) (← links)
• Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size (Q1848966) (← links)
• Test for high dimensional covariance matrices (Q1996783) (← links)
• Tests for covariance structures with high-dimensional repeated measurements (Q2012932) (← links)
• A high dimensional nonparametric test for proportional covariance matrices (Q2034477) (← links)
• Hypothesis tests for high-dimensional covariance structures (Q2042528) (← links)
• A comprehensive treatment of quadratic-form-based inference in repeated measures designs under diverse asymptotics (Q2044427) (← 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)
• Testing hypotheses about covariance matrices in general MANOVA designs (Q2123260) (← links)
• Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885) (← links)
• Covariance matrix testing in high dimension using random projections (Q2155009) (← links)
• Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
• Testing proportionality of two high-dimensional covariance matrices (Q2189603) (← 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)
• Projected tests for high-dimensional covariance matrices (Q2301103) (← links)
• Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
• Hypothesis testing for the identity of high-dimensional covariance matrices (Q2307394) (← links)
• High-dimensional tests for functional networks of brain anatomic regions (Q2400816) (← links)
• Optimal hypothesis testing for high dimensional covariance matrices (Q2435246) (← links)
• Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) (← links)
• Hypothesis testing for band size detection of high-dimensional banded precision matrices (Q2874958) (← links)
• Tests for high-dimensional covariance matrices (Q3387058) (← links)
• Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity (Q4556714) (← links)
• Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices (Q4558606) (← links)
• On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture (Q4607210) (← links)
• Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models (Q5001018) (← links)
• Simultaneous testing of the mean vector and covariance matrix among <i>k</i> populations for high-dimensional data (Q5079065) (← links)
• A Flexible Framework for Hypothesis Testing in High Dimensions (Q5087152) (← links)
• TESTING CONSTANCY OF CONDITIONAL VARIANCE IN HIGH DIMENSION (Q5134495) (← links)
• Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure (Q5155189) (← links)
• Multi-sample test for high-dimensional covariance matrices (Q5160245) (← links)
• Testing homogeneity of high-dimensional covariance matrices (Q5220357) (← links)
• Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
• Two-sample test for high-dimensional covariance matrices: a normal-reference approach (Q6615372) (← links)