A two sample test in high dimensional data

From MaRDI portal
Revision as of 15:23, 1 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:137110

DOI10.1016/j.jmva.2012.08.014zbMath1255.62165OpenAlexW2029671524MaRDI QIDQ137110

Shota Katayama, Yutaka Kano, Muni S. Srivastava, Yutaka Kano, Shota Katayama, Muni S. Srivastava

Publication date: February 2013

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.08.014




Related Items (60)

A high-dimensional two-sample test for the mean using random subspacesRank-based tests of cross-sectional dependence in panel data modelsProjection-based high-dimensional sign testA simpler spatial-sign-based two-sample test for high-dimensional dataMean vector testing for high-dimensional dependent observationsSome clustering-based exact distribution-free \(k\)-sample tests applicable to high dimension, low sample size dataAsymptotic properties of high-dimensional spatial median in elliptical distributions with applicationTesting linear hypothesis of high-dimensional means with unequal covariance matricesInference for low- and high-dimensional multigroup repeated measures designs with unequal covariance matricesA generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)Test on the linear combinations of mean vectors in high-dimensional dataLikelihood-based tests on moderate-high-dimensional mean vectors with unequal covariance matricesHigh dimensional asymptotics for the naive Hotelling T2 statistic in pattern recognitionHotelling's \(T^2\) in separable Hilbert spacesSimultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional dataClassification accuracy as a proxy for two-sample testingHigh-dimensional general linear hypothesis testing under heteroscedasticityTesting linear hypotheses of mean vectors for high-dimension data with unequal covariance matricesHigh dimensional two-sample test based on the inter-point distanceNormalizing transformation of Dempster type statistic in high-dimensional settingsA one-sample test for normality with kernel methodsHigh-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed DistributionsA note on high-dimensional two-sample testA high-dimensional test for the k-sample Behrens–Fisher problemSimultaneous test for linear model via projectionA robust Hotelling test statistic for one sample case in high dimensional dataDistribution-free high-dimensional two-sample tests based on discriminating hyperplanesLikelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a reviewNonparametric Two-Sample Tests of High Dimensional Mean Vectors via Random IntegrationShrinkage-based diagonal Hotelling's tests for high-dimensional small sample size dataTwo-sample Behrens–Fisher problems for high-dimensional data: a normal reference scale-invariant testTwo-sample multivariate tests for high-dimensional data when one covariance matrix is unknownA high‐dimensional inverse norm sign test for two‐sample location problemsA Pairwise Hotelling Method for Testing High-Dimensional Mean VectorsHigh-dimensional rank-based inferenceUnnamed ItemUnnamed ItemA Simple Two-Sample Test in High Dimensions Based on L2-NormUnified multivariate hypergeometric interpoint distancesA high dimensional two-sample test under a low dimensional factor structureTest for high-dimensional mean vector under missing observationsTwo-sample high dimensional mean test based on prepivotsA more powerful test of equality of high-dimensional two-sample meansLinear hypothesis testing in high-dimensional one-way MANOVAOn testing the equality of high dimensional mean vectors with unequal covariance matricesA review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matricesHigh-dimensional mean estimation via \(\ell_1\) penalized normal likelihoodTests for covariance matrices in high dimension with less sample sizeTwo-sample test for sparse high-dimensional multinomial distributionsA stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimensionOn simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settingshighDmeanA high-dimensional spatial rank test for two-sample location problemsOn high dimensional two-sample tests based on nearest neighborsRecent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approachesOn Test Statistics in Profile Analysis with High-dimensional DataA test for the \(k\) sample Behrens-Fisher problem in high dimensional dataA new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVAHigh-dimensional MANOVA under weak conditionsHigh-dimensional tests for spherical location and spiked covariance




This page was built for publication: A two sample test in high dimensional data