Pages that link to "Item:Q5220895"
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The following pages link to Tests for high-dimensional covariance matrices using the theory of<i>U</i>-statistics (Q5220895):
Displaying 3 items.
- Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices (Q4558606) (← links)
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)
- Two-sample test for high-dimensional covariance matrices: a normal-reference approach (Q6615372) (← links)
