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Specification tests for covariance structures in high-dimensional statistical models

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-1-4757-2853-8openalex-snapshot

Multivariate Reduced-Rank Regression

inferredcites →https://doi.org/10.1007/978-3-540-72244-1openalex-snapshot

Applied Multivariate Statistical Analysis

inferredcites →https://doi.org/10.1007/s11425-016-0131-0openalex-snapshot

A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices

inferredcites →https://doi.org/10.1016/j.jeconom.2016.05.007openalex-snapshot

Testing super-diagonal structure in high dimensional covariance matrices

inferredcites →https://doi.org/10.1016/j.jeconom.2018.03.020openalex-snapshot

Confidence regions for entries of a large precision matrix

inferredcites →https://doi.org/10.1016/j.jspi.2012.02.057openalex-snapshot

Likelihood ratio tests for covariance matrices of high-dimensional normal distributions

inferredcites →https://doi.org/10.1080/01621459.2012.734178openalex-snapshot

Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection

inferredcites →https://doi.org/10.1080/01621459.2012.758041openalex-snapshot

Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings

inferredcites →https://doi.org/10.1080/01621459.2016.1166114openalex-snapshot

Simultaneous Inference for High-Dimensional Linear Models

inferredcites →https://doi.org/10.1093/biomet/86.3.677openalex-snapshot

Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation

inferredcites →https://doi.org/10.1093/biomet/asu074openalex-snapshot

Testing differential networks with applications to the detection of gene-gene interactions

inferredcites →https://doi.org/10.1093/biomet/asw066openalex-snapshot

Testing for high-dimensional white noise using maximum cross-correlations

inferredcites →https://doi.org/10.1093/biomet/asz011openalex-snapshot

Homogeneity tests of covariance matrices with high-dimensional longitudinal data

inferredcites →https://doi.org/10.1093/biostatistics/kxm045openalex-snapshot

Sparse inverse covariance estimation with the graphical lasso

inferredcites →https://doi.org/10.1093/oso/9780198524847.001.0001openalex-snapshot

Analysis of Longitudinal Data

inferredcites →https://doi.org/10.1111/biom.12552openalex-snapshot

Comparing Large Covariance Matrices under Weak Conditions on the Dependence Structure and its Application to Gene Clustering

inferredcites →https://doi.org/10.1111/biom.12695openalex-snapshot

Simulation-Based Hypothesis Testing of High Dimensional Means under Covariance Heterogeneity

inferredcites →https://doi.org/10.1111/ectj.12061openalex-snapshot

An overview of the estimation of large covariance and precision matrices

inferredcites →https://doi.org/10.1111/rssb.12016openalex-snapshot

Large Covariance Estimation by Thresholding Principal Orthogonal Complements

inferredcites →https://doi.org/10.1111/rssb.12065openalex-snapshot

A Joint Modelling Approach for Longitudinal Studies

inferredcites →https://doi.org/10.1146/annurev-statistics-060116-053754openalex-snapshot

Global Testing and Large-Scale Multiple Testing for High-Dimensional Covariance Structures

inferredcites →https://doi.org/10.1198/jasa.2009.0101openalex-snapshot

Generalized Thresholding of Large Covariance Matrices

inferredcites →https://doi.org/10.1198/jasa.2010.tm09560openalex-snapshot

Tests for High-Dimensional Covariance Matrices

inferredcites →https://doi.org/10.1198/jasa.2011.tm10155openalex-snapshot

A Constrained ℓ 1 Minimization Approach to Sparse Precision Matrix Estimation

inferredcites →https://doi.org/10.1198/jasa.2011.tm10560openalex-snapshot

Adaptive Thresholding for Sparse Covariance Matrix Estimation

inferredcites →https://doi.org/10.1198/tech.2004.s754openalex-snapshot

An Introduction to Multivariate Statistical Analysis

inferredcites →https://doi.org/10.1201/b18401openalex-snapshot

Statistical Learning with Sparsity

inferredcites →https://doi.org/10.1214/009053607000000758openalex-snapshot

Regularized estimation of large covariance matrices

inferredcites →https://doi.org/10.1214/09-aos694openalex-snapshot

Corrections to LRT on large-dimensional covariance matrix by RMT

inferredcites →https://doi.org/10.1214/09-aos720openalex-snapshot

Sparsistency and rates of convergence in large covariance matrix estimation

inferredcites →https://doi.org/10.1214/11-aos944openalex-snapshot

High-dimensional covariance matrix estimation in approximate factor models

inferredcites →https://doi.org/10.1214/12-aos1002openalex-snapshot

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

inferredcites →https://doi.org/10.1214/12-aos993openalex-snapshot

Two sample tests for high-dimensional covariance matrices

inferredcites →https://doi.org/10.1214/13-aos1161openalex-snapshot

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

inferredcites →https://doi.org/10.1214/15-ejs1081openalex-snapshot

Estimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation

inferredcites →https://doi.org/10.1214/16-aos1481openalex-snapshot

Tests for covariance structures with high-dimensional repeated measurements

inferredcites →https://doi.org/10.1214/18-aos1779openalex-snapshot

Hypothesis testing on linear structures of high-dimensional covariance matrix

inferredcites →https://doi.org/10.1214/18-ejs1443openalex-snapshot

Significance testing in non-sparse high-dimensional linear models

inferredcites →https://doi.org/10.1214/aos/1009210544openalex-snapshot

On the distribution of the largest eigenvalue in principal components analysis

inferredcites →https://doi.org/10.1920/wp.cem.2013.7613openalex-snapshot

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

inferredcites →https://doi.org/10.3150/12-bej455openalex-snapshot

Optimal hypothesis testing for high dimensional covariance matrices

inferredcites →https://doi.org/10.48550/arxiv.1512.08298openalex-snapshot

Post-Regularization Inference for Time-Varying Nonparanormal Graphical Models

inferredcites →https://doi.org/10.48550/arxiv.1610.04580openalex-snapshot

Two-sample testing in non-sparse high-dimensional linear models

inferredcites →https://doi.org/10.48550/arxiv.1701.03577openalex-snapshot

Kernel Approximation Methods for Speech Recognition

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.3789141openalex-extracted

Bridging Factor and Sparse Models

inferred← citeshttps://doi.org/10.1002/sta4.670openalex-snapshot

Double verification for two‐sample covariance matrices test

inferred← citeshttps://doi.org/10.1007/978-3-032-08796-6_2openalex-snapshot

Covariance Matrices, Precision (Concentration) Matrices, Estimation, and Tests

inferred← citeshttps://doi.org/10.1007/978-981-96-0742-6_4openalex-snapshot

The Central Limit Theorem in High-Dimensions and Its Applications

inferred← citeshttps://doi.org/10.1214/25-aos2507openalex-snapshot

Self-normalized Cramér type moderate deviation theorem for Gaussian approximation

inferred← citeshttps://doi.org/10.5705/ss.202022.0314openalex-snapshot

NAPA: Neighborhood-Assisted and Posterior-Adjusted Two-sample Inference

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