Pages that link to "Item:Q4607210"
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The following pages link to On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture (Q4607210):
Displaying 14 items.
- High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
- CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (Q2146455) (← links)
- Testing for sphericity in a fixed effects panel data model with time-varying variances (Q2311151) (← links)
- Testing high-dimensional covariance matrices under the elliptical distribution and beyond (Q2658752) (← links)
- Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions (Q2676949) (← links)
- Detecting approximate replicate components of a high-dimensional random vector with latent structure (Q2692538) (← links)
- ON TESTING STRUCTURE OF COVARIANCE MATRIX AND MEAN VECTOR OF A COMPLEX MULTIVARIATE GAUSSIAN MODEL (Q3740055) (← links)
- Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models (Q5079835) (← links)
- Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)
- Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
- A bootstrap method for spectral statistics in high-dimensional elliptical models (Q6170616) (← links)
- On singular values of data matrices with general independent columns (Q6172191) (← links)
- Distance correlation test for high-dimensional independence (Q6589588) (← links)
- Spectral statistics of sample block correlation matrices (Q6656603) (← links)
