Linear Hypothesis Testing in Linear Models With High-Dimensional Responses (Q6110696): Difference between revisions

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+Two-sample tests for high-dimension, strongly spiked eigenvalue models
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+Q4882268
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+Eigenvalues of large sample covariance matrices of spiked population models
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+Q4322338
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+The control of the false discovery rate in multiple testing under dependency.
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+Two-Sample Test of High Dimensional Means Under Dependence
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+Two-sample and ANOVA tests for high dimensional means
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+A two-sample test for high-dimensional data with applications to gene-set testing
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+Optimal shrinkage of eigenvalues in the spiked covariance model
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+Power Enhancement in High-Dimensional Cross-Sectional Tests
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+Asymptotically independent U-statistics in high-dimensional testing
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+On the distribution of the largest eigenvalue in principal components analysis
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+Power in High‐Dimensional Testing Problems
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+A test for the mean vector with fewer observations than the dimension
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+On two-sample mean tests under spiked covariances
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+Asymptotics of empirical eigenstructure for high dimensional spiked covariance
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+An adaptive two-sample test for high-dimensional means
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+Distribution and correlation-free two-sample test of high-dimensional means
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+A Simple Two-Sample Test in High Dimensions Based on <i>L</i><sup>2</sup>-Norm
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+Publication:6110696