Pages that link to "Item:Q899373"
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The following pages link to Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context (Q899373):
Displaying 15 items.
- Reconstruction of a high-dimensional low-rank matrix (Q276225) (← links)
- Hypothesis tests for high-dimensional covariance structures (Q2042528) (← links)
- Shrinkage priors for single-spiked covariance models (Q2244463) (← links)
- Projected tests for high-dimensional covariance matrices (Q2301103) (← links)
- Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model (Q2317309) (← links)
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model (Q2329874) (← links)
- Statistical inference for high-dimension, low-sample-size data (Q4568290) (← links)
- A High-Dimensional Two-Sample Test for Non-Gaussian Data under a Strongly Spiked Eigenvalue Model (Q4578226) (← 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)
- Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis (Q5009658) (← links)
- (Q5011468) (← links)
- A classifier under the strongly spiked eigenvalue model in high-dimension, low-sample-size context (Q5077372) (← links)
- Statistical inference under the strongly spiked eigenvalue model (Q6601514) (← links)
- Test for high-dimensional outliers with principal component analysis (Q6670084) (← links)