Asymptotically independent U-statistics in high-dimensional testing

DOI10.1214/20-AOS1951zbMath1461.62233arXiv1809.00411OpenAlexW3126577372MaRDI QIDQ2656592

Yinqiu He, Wei Pan, Chong Wu, Gongjun Xu

Publication date: 11 March 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.00411

zbMATH Keywords

U-statisticsadaptive testinghigh-dimensional hypothesis test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Statistical aspects of big data and data science (62R07)

Related Items (23)

Adaptive Change Point Monitoring for High-Dimensional Data ⋮ Nonparametric tests for treatment effect heterogeneity in observational studies ⋮ Use of Random Integration to Test Equality of High Dimensional Covariance Matrices ⋮ Adaptive Tests for Bandedness of High-dimensional Covariance Matrices ⋮ Finite sample \(t\)-tests for high-dimensional means ⋮ Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination ⋮ Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding ⋮ Linear Hypothesis Testing in Linear Models With High-Dimensional Responses ⋮ Adaptive Inference for Change Points in High-Dimensional Data ⋮ Block-diagonal test for high-dimensional covariance matrices ⋮ A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors ⋮ Rank-based max-sum tests for mutual independence of high-dimensional random vectors ⋮ Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices ⋮ Two-sample high dimensional mean test based on prepivots ⋮ Generalized Schott type tests for complete independence in high dimensions ⋮ Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics ⋮ Distance correlation test for high-dimensional independence ⋮ Asymptotic independence of the sum and maximum of dependent random variables with applications to high-dimensional tests ⋮ Adaptive rank-based tests for high dimensional mean problems ⋮ Asymptotic independence of the quadratic form and maximum of independent random variables with applications to high-dimensional tests ⋮ An adaptive test based on Kendall's tau for independence in high dimensions ⋮ An overview of tests on high-dimensional means ⋮ Likelihood ratio tests under model misspecification in high dimensions

Uses Software

• KEGG

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