Testing independence with high-dimensional correlated samples

26 March 2017

Papers citing "Testing independence with high-dimensional correlated samples"

9 / 9 papers shown

Title
Distribution-Free Tests of Independence in High Dimensions Fang Han Shizhe Chen Han Liu 72 16 0 15 Oct 2014
Estimation of functionals of sparse covariance matrices Jianqing Fan Philippe Rigollet Weichen Wang 74 20 0 21 Aug 2014
Central Limit Theorems for Classical Likelihood Ratio Tests for High-Dimensional Normal Distributions Tiefeng Jiang Fan Yang 133 134 0 02 Jun 2013
Gemini: Graph estimation with matrix variate normal instances Shuheng Zhou 131 106 0 23 Sep 2012
Limiting Laws of Coherence of Random Matrices with Applications to Testing Covariance Structure and Construction of Compressed Sensing Matrices Tony Cai Tiefeng Jiang 104 198 0 14 Feb 2011
Inference with Transposable Data: Modeling the Effects of Row and Column Correlations Genevera I. Allen Robert Tibshirani 119 46 0 01 Apr 2010
A two-sample test for high-dimensional data with applications to gene-set testing Songxi Chen Yingli Qin 125 576 0 24 Feb 2010
Corrections to LRT on Large Dimensional Covariance Matrix by RMT Z. Bai Dandan Jiang J. Yao Shu-rong Zheng 86 248 0 03 Feb 2009
Sparsistency and rates of convergence in large covariance matrix estimation Clifford Lam Jianqing Fan 264 611 0 26 Nov 2007