Pages that link to "Item:Q2637609"
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The following pages link to An exact test about the covariance matrix (Q2637609):
Displaying 14 items.
- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
- Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
- A class of tests for a general covariance structure (Q581964) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Tests of covariance matrix by using projection pursuit and bootstrap method (Q1272730) (← links)
- Exact test for breaks in covariance in multivariate regressions (Q1934045) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Maximum pairwise Bayes factors for covariance structure testing (Q2233577) (← links)
- Testing the hypothesis of a doubly exchangeable covariance matrix (Q2303032) (← links)
- An exact test for a column of the covariance matrix based on a single observation (Q2392252) (← links)
- On some tests of the covariance matrix under general conditions (Q2502129) (← links)
- The Covariance Matrix of the Information Matrix Test (Q3678543) (← links)
- Step-Down diagnostic analysis for monitoring the covariance matrix of bivariate normal processes (Q5087536) (← links)
- Discriminant analysis in small and large dimensions (Q5117960) (← links)
