Pages that link to "Item:Q2328063"
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The following pages link to Test for high-dimensional correlation matrices (Q2328063):
Displaying 12 items.
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology (Q391612) (← links)
- Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
- Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations (Q2112809) (← links)
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
- (Q3604188) (← links)
- How to estimate the correlation dimension of high-dimensional signals? (Q4591604) (← links)
- Correlation testing for affine invariant properties on F <sub>p</sub> <sup>n</sup> in the high error regime (Q5419088) (← links)
- Use of Random Integration to Test Equality of High Dimensional Covariance Matrices (Q6069480) (← links)
- On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence (Q6084694) (← links)
- A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
- Statistical inference on kurtosis of independent component model (Q6651140) (← links)
- Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm (Q6667483) (← links)
