Testing for Independence of Large Dimensional Vectors

13 August 2017

Papers citing "Testing for Independence of Large Dimensional Vectors"

10 / 10 papers shown

Title
Bayesian Inference of the Multi-Period Optimal Portfolio for an Exponential Utility D. Bauder Taras Bodnar Nestor Parolya W. Schmid 24 8 0 18 May 2017
Block-diagonal covariance selection for high-dimensional Gaussian graphical models Emilie Devijver M. Gallopin 42 43 0 12 Nov 2015
Independence test for high dimensional data based on regularized canonical correlation coefficients Yanrong Yang G. Pan 60 44 0 18 Mar 2015
On the Strong Convergence of the Optimal Linear Shrinkage Estimator for Large Dimensional Covariance Matrix Taras Bodnar Arjun K. Gupta Nestor Parolya 49 48 0 12 Aug 2013
Optimal Linear Shrinkage Estimator for Large Dimensional Precision Matrix Taras Bodnar Arjun K. Gupta Nestor Parolya 122 52 0 05 Aug 2013
Central Limit Theorems for Classical Likelihood Ratio Tests for High-Dimensional Normal Distributions Tiefeng Jiang Fan Yang 110 134 0 02 Jun 2013
A CLT for Information-theoretic statistics of Non-centered Gram random matrices W. Hachem M. Kharouf J. Najim J. W. Silverstein 58 35 0 01 Jul 2011
Corrections to LRT on Large Dimensional Covariance Matrix by RMT Z. Bai Dandan Jiang J. Yao Shu-rong Zheng 82 248 0 03 Feb 2009
Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy--Widom limits and rates of convergence Iain M. Johnstone 134 185 0 23 Mar 2008
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 378 1,385 0 13 Mar 2008