Pages that link to "Item:Q311815"
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The following pages link to High-dimensional inference on covariance structures via the extended cross-data-matrix methodology (Q311815):
Displaying 18 items.
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology (Q391612) (← links)
- Testing block-diagonal covariance structure for high-dimensional data under non-normality (Q512027) (← links)
- Inference for high-dimensional differential correlation matrices (Q900795) (← links)
- Hypothesis tests for high-dimensional covariance structures (Q2042528) (← links)
- Functional ANOVA based on empirical characteristic functionals (Q2078540) (← links)
- High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349) (← links)
- Kronecker delta method for testing independence between two vectors in high-dimension (Q2122817) (← links)
- Multivariate tests of independence and their application in correlation analysis between financial markets (Q2196137) (← links)
- High-dimensional inference using the extremal skew-\(t\) process (Q2231315) (← links)
- On asymptotic normality of cross data matrix-based PCA in high dimension low sample size (Q2293385) (← links)
- Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions (Q2516392) (← links)
- A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise (Q4632469) (← links)
- A survey of high dimension low sample size asymptotics (Q4639812) (← links)
- Cross-Dimensional Inference of Dependent High-Dimensional Data (Q4916447) (← links)
- (Q5011468) (← links)
- Large-Scale Simultaneous Testing of Cross-Covariance Matrices with Applications to PheWAS (Q5226618) (← links)
- High dimensional semiparametric estimate of latent covariance matrix for matrix-variate (Q5226649) (← links)
- Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
