Pages that link to "Item:Q2418529"
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The following pages link to High-dimensional testing for proportional covariance matrices (Q2418529):
Displaying 18 items.
- More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
- A new test for the proportionality of two large-dimensional covariance matrices (Q406556) (← links)
- Proportionality of k covariance matrices (Q1068490) (← links)
- A significance test of the RV coefficient in high dimensions (Q1615268) (← links)
- Testing proportionality of two large-dimensional covariance matrices (Q1623621) (← links)
- Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
- A high dimensional nonparametric test for proportional covariance matrices (Q2034477) (← links)
- Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration (Q2065270) (← links)
- Tests for proportionality of matrices with large dimension (Q2078525) (← links)
- Testing proportionality of two high-dimensional covariance matrices (Q2189603) (← links)
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828) (← links)
- Optimal hypothesis testing for high dimensional covariance matrices (Q2435246) (← links)
- Testing the equality of multiple high-dimensional covariance matrices (Q2674609) (← links)
- Tests for high-dimensional covariance matrices (Q3387058) (← links)
- Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices (Q4558606) (← links)
- On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture (Q4607210) (← links)
- Testing the equality of two high‐dimensional spatial sign covariance matrices (Q4629282) (← links)
- Preliminary Multiple-Test Estimation, With Applications to <i>k</i>-Sample Covariance Estimation (Q6110709) (← links)
