Two sample tests for high-dimensional covariance matrices

5 June 2012

Papers citing "Two sample tests for high-dimensional covariance matrices"

50 / 51 papers shown

Title
Detecting Change Points of Covariance Matrices in High Dimensions Nina Dórnemann Holger Dette 32 0 0 23 Sep 2024
Two sample test for covariance matrices in ultra-high dimension Xiucai Ding Yichen Hu Zhenggang Wang 19 2 0 17 Dec 2023
Alteration Detection of Tensor Dependence Structure via Sparsity-Exploited Reranking Algorithm Li Ma Shenghao Qin Yin Xia CML 19 0 0 13 Oct 2023
Sharper dimension-free bounds on the Frobenius distance between sample covariance and its expectation Nikita Puchkin Fedor Noskov V. Spokoiny OT 24 6 0 28 Aug 2023
Adaptive Testing for High-dimensional Data Yangfan Zhang Runmin Wang Xiaofeng Shao 24 0 0 14 Mar 2023
Two-Sample Test for High-Dimensional Covariance Matrices: a normal-reference approach Jin-Ting Zhang Jingyi Wang Tianming Zhu 26 2 0 23 Dec 2022
Robust High-dimensional Tuning Free Multiple Testing Jianqing Fan Zhipeng Lou Mengxin Yu 32 1 0 22 Nov 2022
Bayesian Optimal Two-sample Tests in High-dimension Kyoungjae Lee Kisung You Lizhen Lin 6 0 0 05 Dec 2021
Asymptotic Distributions for Likelihood Ratio Tests for the Equality of Covariance Matrices Wen-jie Guo Y. Qi 21 4 0 05 Oct 2021
Power-enhanced simultaneous test of high-dimensional mean vectors and covariance matrices with application to gene-set testing Xiufan Yu Danning Li Lingzhou Xue Runze Li 118 21 0 30 Sep 2021
Covariance matrix testing in high dimension using random projections D. Ayyala Santu Ghosh Daniel F. Linder 21 2 0 16 Nov 2020
Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices Zhixiang Zhang Shu-rong Zheng G. Pan Pingshou Zhong 17 16 0 23 Sep 2020
Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data Xin Chen Dan Yang Yan Xu Yin Xia Dong Wang Haipeng Shen 28 9 0 30 Jun 2020
Fisher's combined probability test for high-dimensional covariance matrices Xiufan Yu Danning Li Lingzhou Xue 13 23 0 31 May 2020
Homogeneity Tests of Covariance and Change-Points Identification for High-Dimensional Functional Data Shawn Santo Pingshou Zhong 8 0 0 05 May 2020
Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components Koji Tsukuda Shun Matsuura 11 0 0 04 May 2020
Online detection of local abrupt changes in high-dimensional Gaussian graphical models Hossein Keshavarz George Michailidis 8 2 0 16 Mar 2020
Differential Network Analysis: A Statistical Perspective Ali Shojaie 38 48 0 09 Mar 2020
Modified Pillai's trace statistics for two high-dimensional sample covariance matrices Qiuyan Zhang Jiang Hu Z. Bai 14 21 0 02 Jan 2020
Manifold Asymptotics of Quadratic-Form-Based Inference in Repeated Measures Designs Paavo Sattler 17 0 0 05 Nov 2019
Multi-level Thresholding Test for High Dimensional Covariance Matrices Songxi Chen Bin Guo Yumou Qiu 25 1 0 29 Oct 2019
Testing Hypotheses about Covariance Matrices in General MANOVA Designs Paavo Sattler A. Bathke Markus Pauly 47 9 0 13 Sep 2019
High dimensional statistical inference: theoretical development to data analytics D. Ayyala 15 2 0 19 Aug 2019
Inference for Change Points in High Dimensional Data via Self-Normalization Runmin Wang Changbo Zhu S. Volgushev Xiaofeng Shao 31 34 0 21 May 2019
A self-organising eigenspace map for time series clustering D. Rahmani D. Fay J. Brodzki AI4TS 13 0 0 14 May 2019
Deep Knockoffs Yaniv Romano Matteo Sesia Emmanuel J. Candès BDL 15 139 0 16 Nov 2018
Asymptotically Independent U-Statistics in High-Dimensional Testing Yinqiu He Gongjun Xu Chong Wu Wei Pan 18 46 0 02 Sep 2018
Sequential change-point detection in high-dimensional Gaussian graphical models Hossein Keshavarz George Michailidis Yves Atchadé 19 28 0 20 Jun 2018
Optimal Covariance Change Point Localization in High Dimension Daren Wang Yi Yu Alessandro Rinaldo 24 58 0 28 Dec 2017
Dynamic Linear Discriminant Analysis in High Dimensional Space Binyan Jiang Ziqi Chen Chenlei Leng 21 20 0 01 Aug 2017
Optimal modification of the LRT for the equality of two high-dimensional covariance matrices Qiuyan Zhang Jiang Hu Z. Bai 27 2 0 21 Jun 2017
Two-sample testing in non-sparse high-dimensional linear models Yinchu Zhu Jelena Bradic 16 9 0 14 Oct 2016
Change-point detection in high-dimensional covariance structure V. Avanesov N. Buzun 27 56 0 12 Oct 2016
On Gaussian Comparison Inequality and Its Application to Spectral Analysis of Large Random Matrices Fang Han Sheng Xu Wen-Xin Zhou 27 18 0 07 Jul 2016
A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices Jiang Hu Z. Bai 20 36 0 03 Mar 2016
Joint limiting laws for high-dimensional independence tests Danning Li Lingzhou Xue 28 14 0 30 Dec 2015
An Extreme-Value Approach for Testing the Equality of Large U-Statistic Based Correlation Matrices Cheng Zhou Fang Han Xinsheng Zhang Han Liu 49 8 0 11 Feb 2015
Distribution-Free Tests of Independence in High Dimensions Fang Han Shizhe Chen Han Liu 23 16 0 15 Oct 2014
Inference for High-dimensional Differential Correlation Matrices T. Cai Anru R. Zhang 44 29 0 25 Aug 2014
On testing the equality of high dimensional mean vectors with unequal covariance matrices Jiang Hu Z. Bai Chen Wang Wei Wang 29 59 0 25 Jun 2014
Bootstrapping High Dimensional Time Series Xianyang Zhang Guang Cheng AI4TS 53 34 0 04 Jun 2014
CLT for large dimensional general Fisher matrices and its applications in high-dimensional data analysis Shu-rong Zheng Z. Bai Jianfeng Yao 31 6 0 08 May 2014
RAPTT: An Exact Two-Sample Test in High Dimensions Using Random Projections Radhendushka Srivastava Ping Li D. Ruppert 47 71 0 08 May 2014
High-dimensional tests for spherical location and spiked covariance Christophe Ley D. Paindaveine Thomas Verdebout 40 11 0 12 Feb 2014
On high-dimensional sign tests D. Paindaveine Thomas Verdebout 73 56 0 13 Nov 2013
A Global Homogeneity Test for High-Dimensional Linear Regression Camille Charbonnier Nicolas Verzélen Fanny Villers 56 4 0 16 Aug 2013
Central Limit Theorems for Classical Likelihood Ratio Tests for High-Dimensional Normal Distributions Tiefeng Jiang Fan Yang 62 133 0 02 Jun 2013
A high-dimensional two-sample test for the mean using random subspaces Måns Thulin 38 58 0 16 Apr 2013
Asymptotic power of likelihood ratio tests for high dimensional data Cheng Wang LongBing Cao B. Miao 52 8 0 14 Feb 2013
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 49 479 0 04 Jun 2012