Pages that link to "Item:Q149039"

The following pages link to A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039):

Displaying 50 items.

• A new test for sphericity of the covariance matrix for high dimensional data (Q149043) (← links)
• covTestR (Q149044) (← links)
• Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
• On testing sphericity and identity of a covariance matrix with large dimensions (Q324615) (← links)
• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
• A new test for the proportionality of two large-dimensional covariance matrices (Q406556) (← links)
• A note on statistical inference for differences of covariances (Q457634) (← links)
• On testing the equality of high dimensional mean vectors with unequal covariance matrices (Q520564) (← links)
• On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size (Q643409) (← links)
• Heteroscedastic linear feature extraction based on sufficiency conditions (Q645911) (← links)
• Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
• Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
• Inference for high-dimensional differential correlation matrices (Q900795) (← links)
• A robust testing procedure for the equality of covariance matrices (Q957254) (← links)
• Testing the equality of several covariance matrices with fewer observations than the dimension (Q968483) (← links)
• Corrections to LRT on large-dimensional covariance matrix by RMT (Q1043713) (← links)
• Discrete nonlinear excitations on an inhomogeneous lattice in a spatially linear potential (Q1128119) (← links)
• A high-dimensional two-sample test for the mean using random subspaces (Q1623444) (← links)
• Testing proportionality of two large-dimensional covariance matrices (Q1623621) (← links)
• On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
• Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
• Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control (Q1694484) (← links)
• High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
• An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
• Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration (Q2065270) (← links)
• Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings (Q2079602) (← links)
• Two-sample tests for multivariate repeated measurements of histogram objects with applications to wearable device data (Q2080753) (← links)
• Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum (Q2101405) (← links)
• Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
• Testing hypotheses about covariance matrices in general MANOVA designs (Q2123260) (← links)
• CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (Q2146455) (← links)
• Covariance matrix testing in high dimension using random projections (Q2155009) (← links)
• Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
• Two-sample tests for high-dimensional covariance matrices using both difference and ratio (Q2219224) (← links)
• Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828) (← 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)
• Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model (Q2317309) (← links)
• Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors (Q2317887) (← links)
• Location-invariant tests of homogeneity of large-dimensional covariance matrices (Q2321809) (← links)
• An exact test for a column of the covariance matrix based on a single observation (Q2392252) (← links)
• High-dimensional tests for functional networks of brain anatomic regions (Q2400816) (← links)
• High-dimensional testing for proportional covariance matrices (Q2418529) (← links)
• Comparison between two types of large sample covariance matrices (Q2451115) (← 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)
• Two step-down tests for equality of covariance matrices (Q2497943) (← links)
• A note on testing the covariance matrix for large dimension (Q2567187) (← links)
• Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)