Pages that link to "Item:Q5160245"

The following pages link to Multi-sample test for high-dimensional covariance matrices (Q5160245):

Displaying 33 items.

• A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039) (← links)
• Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
• More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
• On testing the equality of high dimensional mean vectors with unequal covariance matrices (Q520564) (← links)
• Assessing the pattern of covariance matrices via an augmentation multiple testing procedure (Q719007) (← links)
• Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
• A simultaneous test of mean vector and covariance matrix in high-dimensional settings (Q830690) (← links)
• Testing the equality of several covariance matrices with fewer observations than the dimension (Q968483) (← links)
• Test for high dimensional covariance matrices (Q1996783) (← links)
• Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches (Q2062798) (← links)
• Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration (Q2065270) (← links)
• Test on the linear combinations of covariance matrices in high-dimensional data (Q2066518) (← links)
• Tests for proportionality of matrices with large dimension (Q2078525) (← links)
• Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction (Q2140870) (← links)
• Test for equality of standardized generalized variance with different dimensions under high-dimensional settings (Q2154565) (← links)
• Accurate inference for repeated measures in high dimensions (Q2283568) (← links)
• Modified Pillai's trace statistics for two high-dimensional sample covariance matrices (Q2301119) (← links)
• Hypothesis testing for the identity of high-dimensional covariance matrices (Q2307394) (← links)
• Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model (Q2317309) (← links)
• A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data (Q2414881) (← links)
• Hypothesis testing for high-dimensional covariance matrices (Q2451622) (← links)
• Testing the equality of multiple high-dimensional covariance matrices (Q2674609) (← links)
• Tests for high-dimensional covariance matrices (Q3387058) (← links)
• Nonparametric Test for Eigenvalues of Covariance Matrix in Multipopulation (Q3542431) (← links)
• On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture (Q4607210) (← links)
• Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality (Q4976251) (← links)
• (Q5004041) (← links)
• High-dimensional MANOVA under weak conditions (Q5004986) (← links)
• Simultaneous testing of the mean vector and covariance matrix among <i>k</i> populations for high-dimensional data (Q5079065) (← links)
• Testing homogeneity of high-dimensional covariance matrices (Q5220357) (← links)
• Preliminary Multiple-Test Estimation, With Applications to <i>k</i>-Sample Covariance Estimation (Q6110709) (← links)
• Homogeneity tests for high-dimensional mean vectors and covariance matrices (Q6621347) (← links)
• Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices (Q6635581) (← links)