High Dimensional Hypothesis Testing for Mean Vectors, Covariance Matrices, and White Noise of Vector Time Series

aeS | Quantile of the absolute values of Gaussian vectors with long... |

autocovm | Lag-k autocovariance matrix for multivariate time series |

CLX | CLX-test for two sample means |

CQ2 | CQ-test for two sample means |

equalCovs | LC-test for equality of high dimensional covariances |

GO26 | GO26 |

GO54 | GO54 |

oneMean | CZZZ-test for one sample mean vector |

opbw | Optimal bandwidth to estimate long-run covariance |

segment | segment |

testCov | Testing the equality of two sample covariance matrices in... |

testMean | Testing the equality of two sample mean vectors in high... |

twoMeans | CZZZ-test for two sample mean vectors |

wntest | Test_our_new |

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