Pages that link to "Item:Q5367435"
From MaRDI portal
The following pages link to The Empirical Distribution of a Large Number of Correlated Normal Variables (Q5367435):
Displaying 12 items.
- The distribution of the sample correlation from a complex normal (Q612611) (← links)
- Large deviation for the empirical correlation coefficient of two Gaussian random variables (Q925682) (← links)
- A strong law of large numbers related to multiple testing normal means (Q1987677) (← links)
- Semi-supervised multiple testing (Q2084464) (← links)
- False discovery rate control with unknown null distribution: is it possible to mimic the oracle? (Q2131267) (← links)
- Empirical Bayes cumulative \(\ell\)-value multiple testing procedure for sparse sequences (Q2137788) (← links)
- A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions (Q2216978) (← links)
- Estimation of linear projections of non-sparse coefficients in high-dimensional regression (Q2286364) (← links)
- Cauchy, normal and correlations versus heavy tails (Q2670780) (← links)
- A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model (Q6178583) (← links)
- Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series (Q6621654) (← links)
- Multiple multi-sample testing under arbitrary covariance dependency (Q6626816) (← links)
