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Corrections to LRT on Large Dimensional Covariance Matrix by RMT
3 February 2009
Z. Bai
Dandan Jiang
J. Yao
Shu-rong Zheng
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Papers citing
"Corrections to LRT on Large Dimensional Covariance Matrix by RMT"
50 / 71 papers shown
Liberating dimension and spectral norm: A universal approach to spectral properties of sample covariance matrices
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Two sample test for covariance matrices in ultra-high dimension
Xiucai Ding
Yichen Hu
Zhenggang Wang
198
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0
17 Dec 2023
Global and local CLTs for linear spectral statistics of general sample covariance matrices when the dimension is much larger than the sample size with applications
IEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2023
Xiucai Ding
Zheng-G Wang
288
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0
16 Aug 2023
Adaptive Testing for High-dimensional Data
Journal of the American Statistical Association (JASA), 2023
Yangfan Zhang
Runmin Wang
Xiaofeng Shao
249
3
0
14 Mar 2023
Statistical inferences for complex dependence of multimodal imaging data
Journal of the American Statistical Association (JASA), 2023
Jinyuan Chang
Jing He
Jian Kang
Mingcong Wu
290
11
0
07 Mar 2023
A CLT for the LSS of large dimensional sample covariance matrices with diverging spikes
Annals of Statistics (Ann. Stat.), 2022
Zhijun Liu
Jiang Hu
Z. Bai
Haiyan Song
558
11
0
12 Dec 2022
High-Dimensional Block Diagonal Covariance Structure Detection Using Singular Vectors
J. O. Bauer
195
4
0
29 Nov 2022
Theory of functional principal component analysis for discretely observed data
Hang Zhou
Dongyi Wei
Fang Yao
424
2
0
19 Sep 2022
Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors
Statistical Papers (SP), 2022
Mingyue Hu
Y. Qi
184
3
0
20 Jul 2022
A CLT for the LSS of large dimensional sample covariance matrices with unbounded dispersions
Zhijun Liu
Jiang Hu
Z. Bai
Haiyan Song
167
2
0
15 May 2022
Empirical likelihood method for complete independence test on high dimensional data
Journal of Statistical Computation and Simulation (JSCS), 2022
Y. Qi
Y. Zhou
VLM
172
2
0
21 Jan 2022
Coherence of high-dimensional random matrices in a Gaussian case : application of the Chen-Stein method
M. Boucher
D. Chauveau
M. Zani
211
0
0
13 Oct 2021
Asymptotic Distributions for Likelihood Ratio Tests for the Equality of Covariance Matrices
Wen-jie Guo
Y. Qi
252
4
0
05 Oct 2021
On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence
Zeng Li
Cheng-Long Wang
Qinwen Wang
276
10
0
28 Sep 2021
Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when
p
/
n
→
∞
p/n \to \infty
p
/
n
→
∞
and applications
Jiaxin Qiu
Zeng Li
Jianfeng Yao
104
12
0
14 Sep 2021
Linear spectral statistics of sequential sample covariance matrices
Annales De L Institut Henri Poincare-probabilites Et Statistiques (IHPES), 2021
Nina Dórnemann
Holger Dette
397
4
0
21 Jul 2021
CLT for LSS of sample covariance matrices with unbounded dispersions
Liu Zhijun
Bai Zhidong
Hu Jiang
Song Haiyan
196
0
0
18 Jun 2021
Contiguity under high dimensional Gaussianity with applications to covariance testing
The Annals of Applied Probability (Ann. Appl. Probab.), 2021
Q. Han
Tiefeng Jiang
Yandi Shen
381
3
0
26 Jan 2021
A Note on the Likelihood Ratio Test in High-Dimensional Exploratory Factor Analysis
Yinqiu He
Zi Wang
Gongjun Xu
263
2
0
14 Aug 2020
On the Phase Transition of Wilk's Phenomenon
Yinqiu He
Bo Meng
Zhenghao Zeng
Gongjun Xu
272
5
0
13 Aug 2020
Statistical inference for the EU portfolio in high dimensions
Taras Bodnar
Solomiia Dmytriv
Yarema Okhrin
Nestor Parolya
W. Schmid
246
17
0
10 May 2020
Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
Journal of Statistical Planning and Inference (JSPI), 2020
Qiuyan Zhang
Jiang Hu
Z. Bai
236
22
0
02 Jan 2020
Multi-level Thresholding Test for High Dimensional Covariance Matrices
Songxi Chen
Bin Guo
Yumou Qiu
215
1
0
29 Oct 2019
High dimensional statistical inference: theoretical development to data analytics
Handbook of Statistics (HS), 2019
D. Ayyala
270
3
0
19 Aug 2019
Likelihood ratio tests for many groups in high dimensions
Journal of Multivariate Analysis (JMA), 2019
Holger Dette
Nina Dórnemann
295
27
0
24 May 2019
Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension
Yinqiu He
Tiefeng Jiang
Jiyang Wen
Gongjun Xu
362
13
0
17 Dec 2018
High dimensional consistent independence testing with maxima of rank correlations
Mathias Drton
Fang Han
Hongjian Shi
377
52
0
14 Dec 2018
Asymptotically Independent U-Statistics in High-Dimensional Testing
Yinqiu He
Gongjun Xu
Chong Wu
Wei Pan
586
54
0
02 Sep 2018
On testing for high-dimensional white noise
Zeng Li
Clifford Lam
Jianfeng Yao
Q. Yao
255
47
0
10 Aug 2018
High-dimensional covariance matrices in elliptical distributions with application to spherical test
Jiang Hu
Weiming Li
Zhi Liu
Wang Zhou
172
44
0
21 Mar 2018
Joint CLT for eigenvalue statistics from several dependent large dimensional sample covariance matrices with application
Weiming Li
Zeng Li
Jianfeng Yao
109
1
0
20 Jan 2018
Power in High-Dimensional Testing Problems
Anders Bredahl Kock
David Preinerstorfer
496
21
0
13 Sep 2017
Testing for Independence of Large Dimensional Vectors
Annals of Statistics (Ann. Stat.), 2017
Taras Bodnar
Holger Dette
Nestor Parolya
390
42
0
13 Aug 2017
Testing High-dimensional Covariance Matrices under the Elliptical Distribution and Beyond
Xinxin Yang
Xinghua Zheng
Jiaqi Chen
346
20
0
13 Jul 2017
Optimal modification of the LRT for the equality of two high-dimensional covariance matrices
Qiuyan Zhang
Jiang Hu
Z. Bai
250
2
0
21 Jun 2017
Discriminant analysis in small and large dimensions
Taras Bodnar
S. Mazur
E. Ngailo
Nestor Parolya
236
8
0
08 May 2017
On Tests for Complete Independence of Normal Random Vectors
Shuhua Chang
Y. Qi
147
1
0
06 Apr 2017
Testing independence with high-dimensional correlated samples
Xi Chen
Weidong Liu
374
10
0
26 Mar 2017
Detecting Rare and Weak Spikes in Large Covariance Matrices
Z. Ke
305
10
0
04 Sep 2016
A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
Jiang Hu
Z. Bai
387
39
0
03 Mar 2016
Sharp detection in PCA under correlations: all eigenvalues matter
Guang Cheng
248
35
0
22 Feb 2016
Adaptive test for large covariance matrices with missing observations
C. Butucea
R. Zgheib
168
3
0
13 Feb 2016
Joint limiting laws for high-dimensional independence tests
Danning Li
Lingzhou Xue
310
15
0
30 Dec 2015
Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
Journal of Multivariate Analysis (JMA), 2015
C. Butucea
R. Zgheib
303
9
0
04 Jun 2015
CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size
Binbin Chen
G. Pan
168
26
0
01 Jun 2015
An Extreme-Value Approach for Testing the Equality of Large U-Statistic Based Correlation Matrices
Cheng Zhou
Fang Han
Xinsheng Zhang
Han Liu
359
10
0
11 Feb 2015
Test of Independence for High-dimensional Random Vectors Based on Block Correlation Matrices
Z. Bao
Jiang Hu
G. Pan
Wang Zhou
274
2
0
19 Oct 2014
Distribution-Free Tests of Independence in High Dimensions
Fang Han
Shizhe Chen
Han Liu
409
15
0
15 Oct 2014
Sharp minimax tests for large covariance matrices and adaptation
C. Butucea
R. Zgheib
308
10
0
04 Sep 2014
Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications
Journal of Multivariate Analysis (JMA), 2014
Taras Bodnar
M. Reiß
517
17
0
02 Jul 2014
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