Pages that link to "Item:Q310639"
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The following pages link to A note on tests for high-dimensional covariance matrices (Q310639):
Displaying 12 items.
- More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality (Q538191) (← links)
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings (Q830690) (← links)
- A significance test of the RV coefficient in high dimensions (Q1615268) (← links)
- Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
- Estimations for some functions of covariance matrix in high dimension under non-normality and its applications (Q2252884) (← links)
- A note on testing the covariance matrix for large dimension (Q2567187) (← 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)
- Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure (Q5155189) (← links)
- Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality (Q5265837) (← links)
- Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality (Q6106231) (← links)
