Saved in:
| Main Authors: | Leung, Dennis, Sturma, Nils |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2401.02112 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Testing Many Constraints in Possibly Irregular Models Using Incomplete U-Statistics
by: Sturma, Nils, et al.
Published: (2022)
by: Sturma, Nils, et al.
Published: (2022)
Berry-Esseen theorems for the asymptotic normality of incomplete U-statistics with Bernoulli sampling
by: Leung, Dennis
Published: (2024)
by: Leung, Dennis
Published: (2024)
Trek-Based Parameter Identification for Linear Causal Models With Arbitrarily Structured Latent Variables
by: Sturma, Nils, et al.
Published: (2025)
by: Sturma, Nils, et al.
Published: (2025)
Nonuniform Berry-Esseen bounds for Studentized U-statistics
by: Leung, Dennis, et al.
Published: (2023)
by: Leung, Dennis, et al.
Published: (2023)
Another look at Stein's method for Studentized nonlinear statistics with an application to U-statistics
by: Leung, Dennis, et al.
Published: (2023)
by: Leung, Dennis, et al.
Published: (2023)
Matching Criterion for Identifiability in Sparse Factor Analysis
by: Sturma, Nils, et al.
Published: (2025)
by: Sturma, Nils, et al.
Published: (2025)
Mixtures of Discrete Decomposable Graphical Models
by: Alexandr, Yulia, et al.
Published: (2024)
by: Alexandr, Yulia, et al.
Published: (2024)
Dimension-agnostic inference using cross U-statistics
by: Kim, Ilmun, et al.
Published: (2020)
by: Kim, Ilmun, et al.
Published: (2020)
Edgeworth corrections for the spiked eigenvalues of non-Gaussian sample covariance matrices with applications
by: Wei, Yashi, et al.
Published: (2025)
by: Wei, Yashi, et al.
Published: (2025)
Towards a unified theory for testing statistical hypothesis: Multinormal mean with nuisance covariance matrix
by: Tsai, Ming-Tien
Published: (2024)
by: Tsai, Ming-Tien
Published: (2024)
Efficient nonparametric estimation of Toeplitz covariance matrices
by: Klockmann, Karolina, et al.
Published: (2023)
by: Klockmann, Karolina, et al.
Published: (2023)
On the inverse of covariance matrices for unbalanced crossed designs
by: Lyu, Ziyang, et al.
Published: (2025)
by: Lyu, Ziyang, et al.
Published: (2025)
Functional CLT for general sample covariance matrices
by: Cui, Jian, et al.
Published: (2026)
by: Cui, Jian, et al.
Published: (2026)
Characterization of the asymptotic behavior of $U$-statistics on row-column exchangeable matrices
by: Minh, Tâm Le
Published: (2024)
by: Minh, Tâm Le
Published: (2024)
Admissibility of invariant tests for means with covariates
by: Tsai, Ming-Tien
Published: (2017)
by: Tsai, Ming-Tien
Published: (2017)
Invariant kernels on the space of complex covariance matrices
by: Said, Salem, et al.
Published: (2024)
by: Said, Salem, et al.
Published: (2024)
Slow rates of approximation of U-statistics and V-statistics by quadratic forms of Gaussians
by: Huang, Kevin Han, et al.
Published: (2024)
by: Huang, Kevin Han, et al.
Published: (2024)
To impute or not to? Testing multivariate normality on incomplete dataset: Revisiting the BHEP test
by: Aleksić, Danijel, et al.
Published: (2024)
by: Aleksić, Danijel, et al.
Published: (2024)
Eigenvector overlaps in large sample covariance matrices and nonlinear shrinkage estimators
by: Lin, Zeqin, et al.
Published: (2024)
by: Lin, Zeqin, et al.
Published: (2024)
Minimax rates in variance and covariance changepoint testing
by: Moen, Per August Jarval
Published: (2024)
by: Moen, Per August Jarval
Published: (2024)
Interaction tests with covariate-adaptive randomization
by: Zhang, Likun, et al.
Published: (2023)
by: Zhang, Likun, et al.
Published: (2023)
Minimizing effects of the Kalman gain on Posterior covariance Eigenvalues, the characteristic polynomial and symmetric polynomials of Eigenvalues
by: Krotz, Johannes
Published: (2024)
by: Krotz, Johannes
Published: (2024)
Gaussian Approximation for High-Dimensional $U$-statistics with Size-Dependent Kernels
by: Imai, Shunsuke, et al.
Published: (2025)
by: Imai, Shunsuke, et al.
Published: (2025)
Modified Greenwood statistic and its application for statistical testing
by: Skowronek, Katarzyna, et al.
Published: (2024)
by: Skowronek, Katarzyna, et al.
Published: (2024)
Strong Gaussian approximation for U-statistics in high dimensions and beyond
by: Li, Weijia, et al.
Published: (2026)
by: Li, Weijia, et al.
Published: (2026)
On the rate of convergence in the CLT for LSS of large-dimensional sample covariance matrices
by: Cui, Jian, et al.
Published: (2025)
by: Cui, Jian, et al.
Published: (2025)
LSD of sample covariances of superposition of matrices with separable covariance structure
by: Hazarika, Javed, et al.
Published: (2025)
by: Hazarika, Javed, et al.
Published: (2025)
Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
by: Mei, Tianxing, et al.
Published: (2024)
by: Mei, Tianxing, et al.
Published: (2024)
Many-sample tests for the dimensionality hypothesis for large covariance matrices among groups
by: Mei, Tianxing, et al.
Published: (2026)
by: Mei, Tianxing, et al.
Published: (2026)
Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule
by: Woźny, Jakub, et al.
Published: (2024)
by: Woźny, Jakub, et al.
Published: (2024)
Distribution of singular values in large sample cross-covariance matrices
by: Swain, Arabind, et al.
Published: (2025)
by: Swain, Arabind, et al.
Published: (2025)
Semi-knockoffs: a model-agnostic conditional independence testing method with finite-sample guarantees
by: Reyero-Lobo, Angel, et al.
Published: (2026)
by: Reyero-Lobo, Angel, et al.
Published: (2026)
Asymptotics of estimators for structured covariance matrices
by: Lopuhaä, Hendrik Paul
Published: (2024)
by: Lopuhaä, Hendrik Paul
Published: (2024)
Algebraic Sparse Factor Analysis
by: Drton, Mathias, et al.
Published: (2023)
by: Drton, Mathias, et al.
Published: (2023)
Asymptotic testing of covariance separability for matrix elliptical data
by: Virta, Joni, et al.
Published: (2026)
by: Virta, Joni, et al.
Published: (2026)
Hypothesis testing on invariant subspaces of non-diagonalizable matrices with applications to network statistics
by: Simons, Jérôme R.
Published: (2023)
by: Simons, Jérôme R.
Published: (2023)
Identifiability of causal effects with non-Gaussianity and auxiliary covariates
by: Shuai, Kang, et al.
Published: (2023)
by: Shuai, Kang, et al.
Published: (2023)
Rank tests for time-varying covariance matrices observed under noise
by: Reiß, Markus, et al.
Published: (2026)
by: Reiß, Markus, et al.
Published: (2026)
Nonlinear spiked covariance matrices and signal propagation in deep neural networks
by: Wang, Zhichao, et al.
Published: (2024)
by: Wang, Zhichao, et al.
Published: (2024)
Rank-adaptive covariance testing with applications to genomics and neuroimaging
by: Veitch, David, et al.
Published: (2023)
by: Veitch, David, et al.
Published: (2023)
Similar Items
-
Testing Many Constraints in Possibly Irregular Models Using Incomplete U-Statistics
by: Sturma, Nils, et al.
Published: (2022) -
Berry-Esseen theorems for the asymptotic normality of incomplete U-statistics with Bernoulli sampling
by: Leung, Dennis
Published: (2024) -
Trek-Based Parameter Identification for Linear Causal Models With Arbitrarily Structured Latent Variables
by: Sturma, Nils, et al.
Published: (2025) -
Nonuniform Berry-Esseen bounds for Studentized U-statistics
by: Leung, Dennis, et al.
Published: (2023) -
Another look at Stein's method for Studentized nonlinear statistics with an application to U-statistics
by: Leung, Dennis, et al.
Published: (2023)