Tests for mean vectors in high dimension (Q2870766): Difference between revisions

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+https://doi.org/10.1002/sam.11209
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+W1592078486
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+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
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+A High Dimensional Two Sample Significance Test
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+Q4882268
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+Two-Stage Procedures for High-Dimensional Data
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+A two-sample test for high-dimensional data with applications to gene-set testing
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+Multivariate Theory for Analyzing High Dimensional Data
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+A test for the mean vector with fewer observations than the dimension
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+A Significance Test for the Separation of Two Highly Multivariate Small Samples
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+Modified linear discriminant analysis approaches for classification of high-dimensional microarray data
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
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+Sparse inverse covariance estimation with the graphical lasso
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+Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
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+Model selection and estimation in the Gaussian graphical model
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+Q3096116
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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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+A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
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+Array Variate Random Variables with Multiway Kro- necker Delta Covariance Matrix Structure
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+First-Order Methods for Sparse Covariance Selection
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+Sparse permutation invariant covariance estimation
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+Q4935984
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+Models with a Kronecker product covariance structure: estimation and testing
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+Power of the Sequential Monte Carlo Test
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+Q3703094
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+The multivariate skew-normal distribution
@@ Property / cites work: The multivariate skew-normal distribution / rank @@
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+Statistical Applications of the Multivariate Skew Normal Distribution
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+Publication:2870766