Pages that link to "Item:Q1996783"

The following pages link to Test for high dimensional covariance matrices (Q1996783):

Displaying 18 items.

• More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
• Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
• High-dimensional inference on covariance structures via the extended cross-data-matrix methodology (Q311815) (← links)
• Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
• Correlation tests for high-dimensional data using extended cross-data-matrix methodology (Q391612) (← links)
• Testing block-diagonal covariance structure for high-dimensional data under non-normality (Q512027) (← links)
• A simultaneous test of mean vector and covariance matrix in high-dimensional settings (Q830690) (← links)
• Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← 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)
• Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices (Q2140845) (← links)
• A note on testing the covariance matrix for large dimension (Q2567187) (← links)
• Tests for high-dimensional covariance matrices (Q3387058) (← links)
• HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS (Q4558607) (← links)
• Large-Scale Simultaneous Testing of Cross-Covariance Matrices with Applications to PheWAS (Q5226618) (← links)
• Use of Random Integration to Test Equality of High Dimensional Covariance Matrices (Q6069480) (← links)
• Testing for independence in high dimensions based on empirical copulas (Q6192330) (← links)
• Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices (Q6635581) (← links)