Pages that link to "Item:Q2328066"

The following pages link to Testing for independence of large dimensional vectors (Q2328066):

Displaying 28 items.

• A hypothesis test for independence of sets of variates in high dimensions (Q956370) (← links)
• A test for independence of two sets of variables when the number of variables is large relative to the sample size (Q956401) (← links)
• Large-scale kernel methods for independence testing (Q1702289) (← links)
• Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
• Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
• Multivariate tests of independence and their application in correlation analysis between financial markets (Q2196137) (← links)
• High-dimensional general linear hypothesis tests via non-linear spectral shrinkage (Q2203614) (← links)
• The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications (Q2242854) (← links)
• A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
• Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
• Testing for independence of large dimensional vectors (Q2328066) (← links)
• Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis (Q2683045) (← links)
• Discriminant analysis in small and large dimensions (Q5117960) (← links)
• High-dimensional sample covariance matrices with Curie-Weiss entries (Q5140268) (← links)
• Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
• The Binary Expansion Randomized Ensemble Test (Q6069482) (← links)
• Exact test theory in Gaussian graphical models (Q6097560) (← links)
• Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors (Q6157048) (← links)
• Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
• Logarithmic law of large random correlation matrices (Q6178564) (← links)
• Rank-based indices for testing independence between two high-dimensional vectors (Q6192324) (← links)
• Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics (Q6550967) (← links)
• Linear spectral statistics of sequential sample covariance matrices (Q6596222) (← links)
• Log determinant of large correlation matrices under infinite fourth moment (Q6596226) (← links)
• Spiked eigenvalues of noncentral Fisher matrix with applications (Q6635730) (← links)
• Spectral statistics of sample block correlation matrices (Q6656603) (← links)