Testing for Independence of Large Dimensional Vectors

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Testing for Independence of Large Dimensional Vectors

13 August 2017

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Papers citing "Testing for Independence of Large Dimensional Vectors"

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Title
Detecting Change Points of Covariance Matrices in High Dimensions Nina Dórnemann Holger Dette 61 1 0 23 Sep 2024
Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore-Penrose and Ridge-type inverses with applications Taras Bodnar Nestor Parolya 70 0 0 23 Mar 2024
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 Xiucai Ding Zheng-G Wang 62 4 0 16 Aug 2023
Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors Mingyue Hu Y. Qi 56 2 0 20 Jul 2022
Likelihood ratio tests under model misspecification in high dimensions Nina Dórnemann 65 10 0 10 Mar 2022
Linear spectral statistics of sequential sample covariance matrices Nina Dórnemann Holger Dette 88 3 0 21 Jul 2021
Spiked eigenvalues of noncentral Fisher matrix with applications Xiaozhuo Zhang Zhiqiang Hou Z. Bai Jiang Hu 31 5 0 10 Apr 2021
Logarithmic law of large random correlation matrices Nestor Parolya Johannes Heiny D. Kurowicka 71 9 0 25 Mar 2021
Statistical inference for the EU portfolio in high dimensions Taras Bodnar Solomiia Dmytriv Yarema Okhrin Nestor Parolya W. Schmid 27 14 0 10 May 2020
The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications Dandan Jiang Jiang Hu Zhiqiang Hou 15 7 0 06 Dec 2019
Likelihood ratio tests for many groups in high dimensions Holger Dette Nina Dórnemann 81 25 0 24 May 2019
Tests for the weights of the global minimum variance portfolio in a high-dimensional setting Taras Bodnar Solomiia Dmytriv Nestor Parolya W. Schmid 51 25 0 26 Oct 2017
Bayesian Inference of the Multi-Period Optimal Portfolio for an Exponential Utility D. Bauder Taras Bodnar Nestor Parolya W. Schmid 40 8 0 18 May 2017
Discriminant analysis in small and large dimensions Taras Bodnar S. Mazur E. Ngailo Nestor Parolya 54 7 0 08 May 2017