Pages that link to "Item:Q385784"
From MaRDI portal
The following pages link to Tests for covariance matrix with fixed or divergent dimension (Q385784):
Displaying 17 items.
- Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
- Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
- A note on statistical inference for differences of covariances (Q457634) (← links)
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
- Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
- Jackknife empirical likelihood test for high-dimensional regression coefficients (Q1660165) (← links)
- Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
- Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
- Test for high dimensional covariance matrices (Q1996783) (← links)
- Tests for covariance structures with high-dimensional repeated measurements (Q2012932) (← links)
- Hypothesis tests for high-dimensional covariance structures (Q2042528) (← links)
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885) (← links)
- Testing for high-dimensional network parameters in auto-regressive models (Q2283570) (← links)
- An exact test about the covariance matrix (Q2637609) (← links)
- Large sample test criteria on Toeplitz covariance structure (Q2965553) (← links)
- A Simple Two-Sample Test in High Dimensions Based on <i>L</i><sup>2</sup>-Norm (Q5130640) (← links)
- A test for block circular symmetric covariance structure with divergent dimension (Q5881044) (← links)
