Pages that link to "Item:Q3387058"

The following pages link to Tests for high-dimensional covariance matrices (Q3387058):

Displaying 38 items.

• Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
• More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
• Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
• Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
• Correlation tests for high-dimensional data using extended cross-data-matrix methodology (Q391612) (← links)
• Identity tests for high dimensional data using RMT (Q391630) (← links)
• A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
• On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size (Q643409) (← links)
• Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
• Two sample tests for high-dimensional autocovariances (Q830592) (← links)
• A simultaneous test of mean vector and covariance matrix in high-dimensional settings (Q830690) (← links)
• A significance test of the RV coefficient in high dimensions (Q1615268) (← links)
• Power computation for hypothesis testing with high-dimensional covariance matrices (Q1658719) (← links)
• Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
• Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← 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)
• 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)
• Robust modified classical spherical tests in the presence of outliers (Q2093133) (← links)
• Covariance matrix testing in high dimension using random projections (Q2155009) (← links)
• Tests for covariance matrices in high dimension with less sample size (Q2252902) (← 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)
• Optimal hypothesis testing for high dimensional covariance matrices (Q2435246) (← links)
• Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← links)
• A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix (Q2489488) (← links)
• A note on testing the covariance matrix for large dimension (Q2567187) (← links)
• Testing high dimensional covariance matrices via posterior Bayes factor (Q2657188) (← links)
• Testing high-dimensional covariance matrices under the elliptical distribution and beyond (Q2658752) (← links)
• Testing the equality of multiple high-dimensional covariance matrices (Q2674609) (← links)
• Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices (Q4558606) (← links)
• HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS (Q4558607) (← links)
• On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture (Q4607210) (← links)
• Testing the equality of two high‐dimensional spatial sign covariance matrices (Q4629282) (← 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)