Test for bandedness of high-dimensional covariance matrices and bandwidth estimation

16 August 2012

Papers citing "Test for bandedness of high-dimensional covariance matrices and bandwidth estimation"

5 / 5 papers shown

Title
Asymptotic independence of point process and Frobenius norm of a large sample covariance matrix Johannes Heiny Carolin Kleemann 13 0 0 27 Feb 2023
Modified Pillai's trace statistics for two high-dimensional sample covariance matrices Qiuyan Zhang Jiang Hu Z. Bai 16 21 0 02 Jan 2020
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
SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties Danning Li H. Zou 30 11 0 25 Jun 2014
Tests for covariance matrix with fixed or divergent dimension Rongmao Zhang L. Peng Ruodu Wang 66 20 0 30 Oct 2013