Pages that link to "Item:Q2380090"
From MaRDI portal
The following pages link to A two-sample test for high-dimensional data with applications to gene-set testing (Q2380090):
Displaying 50 items.
- A high-dimension two-sample test for the mean using cluster subspaces (Q1659362) (← links)
- Jackknife empirical likelihood test for high-dimensional regression coefficients (Q1660165) (← links)
- On two-sample mean tests under spiked covariances (Q1661347) (← links)
- Hotelling's \(T^2\) in separable Hilbert spaces (Q1661352) (← links)
- A test for equality of two distributions via jackknife empirical likelihood and characteristic functions (Q1663149) (← links)
- An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems (Q1663250) (← links)
- Tests for comparison of multiple endpoints with application to omics data (Q1672809) (← links)
- Comparison of a large number of regression curves (Q1679568) (← links)
- A note on the unbiased estimator of \(\mathbf{\Sigma}^2\) (Q1687204) (← links)
- Distribution-free high-dimensional two-sample tests based on discriminating hyperplanes (Q1694021) (← links)
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality (Q1726809) (← links)
- Conditional mean and quantile dependence testing in high dimension (Q1747737) (← links)
- Testing independence with high-dimensional correlated samples (Q1750290) (← links)
- Detecting rare and faint signals via thresholding maximum likelihood estimators (Q1750291) (← links)
- Robust two-sample test of high-dimensional mean vectors under dependence (Q1755128) (← links)
- Inference for high-dimensional split-plot-designs: a unified approach for small to large numbers of factor levels (Q1786575) (← links)
- On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings (Q1795576) (← links)
- Change-point detection in multinomial data with a large number of categories (Q1800792) (← links)
- A test for the mean vector in large dimension and small samples (Q1937204) (← links)
- A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests (Q1952452) (← links)
- Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT (Q1991686) (← links)
- Robust multivariate nonparametric tests via projection averaging (Q1996775) (← links)
- Test for high dimensional covariance matrices (Q1996783) (← links)
- Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models (Q2000734) (← links)
- A two-sample test for the equality of univariate marginal distributions for high-dimensional data (Q2008229) (← links)
- A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension (Q2032194) (← links)
- Hypothesis tests for high-dimensional covariance structures (Q2042528) (← links)
- A comprehensive treatment of quadratic-form-based inference in repeated measures designs under diverse asymptotics (Q2044427) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test (Q2057832) (← links)
- An overview of tests on high-dimensional means (Q2062768) (← links)
- High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
- Geometric classifiers for high-dimensional noisy data (Q2062792) (← links)
- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches (Q2062798) (← links)
- Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators (Q2065296) (← links)
- Test on the linear combinations of covariance matrices in high-dimensional data (Q2066518) (← links)
- A further study on Chen-Qin's test for two-sample Behrens-Fisher problems for high-dimensional data (Q2074641) (← links)
- A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA (Q2076144) (← links)
- Neyman's truncation test for two-sample means under high dimensional setting (Q2077453) (← links)
- Poisson limit theorems for the Cressie-Read statistics (Q2095100) (← links)
- A high-dimensional test for multivariate analysis of variance under a low-dimensional factor structure (Q2100126) (← links)
- Robust inference for change points in high dimension (Q2101465) (← links)
- High-dimensional tests for mean vector: approaches without estimating the mean vector directly (Q2115215) (← links)
- Projection-based high-dimensional sign test (Q2131148) (← links)
- Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
- Linear hypothesis testing in high-dimensional one-way MANOVA: a new normal reference approach (Q2135840) (← links)
- Some clustering-based exact distribution-free \(k\)-sample tests applicable to high dimension, low sample size data (Q2140846) (← links)
- Asymptotic properties of high-dimensional spatial median in elliptical distributions with application (Q2140858) (← links)
- A high-dimensional test on linear hypothesis of means under a low-dimensional factor model (Q2142461) (← links)
- A rank-based high-dimensional test for equality of mean vectors (Q2143018) (← links)