A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878): Difference between revisions

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+.01003
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+Q4420195
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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+Q4882268
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+A nonparametric two-sample test applicable to high dimensional data
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+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
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+Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
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+Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
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+Two-Sample Test of High Dimensional Means Under Dependence
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+Optimal hypothesis testing for high dimensional covariance matrices
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+High-dimensional sparse MANOVA
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+A Wilcoxon-Mann-Whitney-type test for infinite-dimensional data
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+A Regularized Hotelling’s<i>T</i><sup>2</sup>Test for Pathway Analysis in Proteomic Studies
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+A two-sample test for high-dimensional data with applications to gene-set testing
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+Tests for High-Dimensional Covariance Matrices
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+A High Dimensional Two Sample Significance Test
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+A Significance Test for the Separation of Two Highly Multivariate Small Samples
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+Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data
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+A note on high-dimensional two-sample test
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+Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size
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+The Generalization of Student's Ratio
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+More power via graph-structured tests for differential expression of gene networks
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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+Two sample tests for high-dimensional covariance matrices
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+On high dimensional two-sample tests based on nearest neighbors
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+Q3219581
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+On some test criteria for covariance matrix
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+Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
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+A test for the mean vector in large dimension and small samples
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+More powerful tests for sparse high-dimensional covariances matrices
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+Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
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+Testing for complete independence in high dimensions
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+Some high-dimensional tests for a one-way MANOVA
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+An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems
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+A test for the mean vector with fewer observations than the dimension under non-normality
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+A test for the mean vector with fewer observations than the dimension
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+A two sample test in high dimensional data
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+Normal rank
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+Tests for multivariate analysis of variance in high dimension under non-normality
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+Testing the equality of several covariance matrices with fewer observations than the dimension
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+Tests for covariance matrices in high dimension with less sample size
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+A high-dimensional two-sample test for the mean using random subspaces
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+Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large
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+Testing the mean matrix in high‐dimensional transposable data
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+A High-Dimensional Nonparametric Multivariate Test for Mean Vector
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+A Multivariate Two-Sample Mean Test for Small Sample Size and Missing Data
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+A high-dimension two-sample test for the mean using cluster subspaces
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+Tests for covariance matrix with fixed or divergent dimension
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