High-dimensional tests for mean vector: approaches without estimating the mean vector directly
From MaRDI portal
Publication:2115215
DOI10.1007/S10255-022-1070-ZzbMath1493.62335OpenAlexW4210600045MaRDI QIDQ2115215
Publication date: 15 March 2022
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-022-1070-z
Hypothesis testing in multivariate analysis (62H15) Statistics of extreme values; tail inference (62G32)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Energy statistics: a class of statistics based on distances
- The distance correlation \(t\)-test of independence in high dimension
- Semiparametrically efficient inference based on signed ranks in symmetric independent component models
- A test for the mean vector with fewer observations than the dimension under non-normality
- Inequalities and positive-definite functions arising from a problem in multidimensional scaling
- A test for the mean vector in large dimension and small samples
- Distribution and correlation-free two-sample test of high-dimensional means
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples
- A two-sample test for high-dimensional data with applications to gene-set testing
- Two-sample and ANOVA tests for high dimensional means
- A test for the mean vector with fewer observations than the dimension
- A distribution-free two-sample run test applicable to high-dimensional data
- Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
- Testing Mutual Independence in High Dimension via Distance Covariance
- Two-Sample Test of High Dimensional Means Under Dependence
- Tests for High-Dimensional Regression Coefficients With Factorial Designs
- Geometric Representation of High Dimension, Low Sample Size Data
This page was built for publication: High-dimensional tests for mean vector: approaches without estimating the mean vector directly
