Pages that link to "Item:Q2502129"

The following pages link to On some tests of the covariance matrix under general conditions (Q2502129):

Displaying 18 items.

• The Hardness of Conditional Independence Testing and the Generalised Covariance Measure (Q118262) (← links)
• Asymptotic expansions for a class of tests for a general covariance structure under a local alternative (Q538188) (← links)
• A class of tests for a general covariance structure (Q581964) (← links)
• Unbiased estimates for moments and cumulants in linear regression (Q719484) (← links)
• Optimal rank-based tests for homogeneity of scatter (Q930654) (← links)
• Optimal tests for homogeneity of covariance, scale, and shape (Q1000571) (← links)
• Asymptotic expansions of the distributions of some test statistics (Q1065479) (← links)
• On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations (Q1206455) (← links)
• Testing equality between several populations covariance operators (Q1656868) (← links)
• Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality (Q1885293) (← links)
• Testing hypotheses about covariance matrices in general MANOVA designs (Q2123260) (← links)
• Testing for independence of large dimensional vectors (Q2328066) (← links)
• An exact test for a column of the covariance matrix based on a single observation (Q2392252) (← links)
• An exact test about the covariance matrix (Q2637609) (← links)
• Testing a covariance matrix: exact null distribution of its likelihood criterion (Q3653253) (← links)
• (Q4036437) (← links)
• Testing the equality of several covariance matrices (Q4914970) (← links)
• Linear spectral statistics of sequential sample covariance matrices (Q6596222) (← links)