Pages that link to "Item:Q2378634"

The following pages link to The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization (Q2378634):

Displaying 42 items.

• Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440) (← links)
• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
• High-dimensional sparse MANOVA (Q406532) (← links)
• Phase transition in limiting distributions of coherence of high-dimensional random matrices (Q413738) (← links)
• On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix (Q444980) (← links)
• Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
• Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← links)
• Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
• Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control (Q1694484) (← links)
• Asymptotic power of Rao's score test for independence in high dimensions (Q1715529) (← links)
• Testing independence in high dimensions with sums of rank correlations (Q1747739) (← links)
• Testing independence with high-dimensional correlated samples (Q1750290) (← links)
• A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests (Q1952452) (← links)
• Asymptotic distribution of the maximum interpoint distance for high-dimensional data (Q2081743) (← links)
• The asymptotic distributions of the largest entries of sample correlation matrices under an \(\alpha\)-mixing assumption (Q2106858) (← links)
• Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
• Limiting behavior of largest entry of random tensor constructed by high-dimensional data (Q2209327) (← links)
• Point process convergence for the off-diagonal entries of sample covariance matrices (Q2240824) (← links)
• Largest entries of sample correlation matrices from equi-correlated normal populations (Q2280559) (← links)
• A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
• Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices (Q2447336) (← links)
• Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660) (← links)
• Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
• The entries of circular orthogonal ensembles (Q3069115) (← links)
• Global one-sample tests for high-dimensional covariance matrices (Q3389616) (← links)
• The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model (Q4618068) (← links)
• Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings (Q4916945) (← links)
• On high-dimensional tests for mutual independence based on Pearson’s correlation coefficient (Q5077444) (← links)
• Simultaneous Covariance Inference for Multimodal Integrative Analysis (Q5120666) (← links)
• A test for the complete independence of high-dimensional random vectors (Q5221520) (← links)
• Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering (Q5347400) (← links)
• Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix (Q5961955) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm (Q6101694) (← links)
• A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression (Q6138754) (← links)
• Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
• Logarithmic law of large random correlation matrices (Q6178564) (← links)
• Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
• Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics (Q6550967) (← links)
• Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics (Q6552995) (← links)
• Limiting distributions of largest entries of sample co-variance matrices from 1-dependent normal populations (Q6634807) (← links)
• Asymptotic false discovery control of the Benjamini-Hochberg procedure for pairwise comparisons (Q6661778) (← links)