A Permutation Test for Two-Sample Means and Signal Identification of High-dimensional Data
From MaRDI portal
Publication:5037816
DOI10.5705/SS.202019.0425OpenAlexW3176902845MaRDI QIDQ5037816
Yingcun Xia, Lengyang Wang, Efang Kong, Jin Liu
Publication date: 4 March 2022
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202019.0425
permutation testshigh-dimensional datasignal identificationconsistency of testtest of mean-difference
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Multivariate and multiple permutation tests
- Exact and asymptotically robust permutation tests
- Covariance regularization by thresholding
- Permutation, parametric and bootstrap tests of hypotheses.
- The control of the false discovery rate in multiple testing under dependency.
- Distribution and correlation-free two-sample test of high-dimensional means
- Comparison and anti-concentration bounds for maxima of Gaussian random vectors
- A two-sample test for high-dimensional data with applications to gene-set testing
- Central limit theorems and bootstrap in high dimensions
- Marginal asymptotics for the ``large \(p\), small \(n\) paradigm: with applications to microarray data
- Permutation methods: a basis for exact inference
- Adaptive Thresholding for Sparse Covariance Matrix Estimation
- Modified Randomization Tests for Nonparametric Hypotheses
- On the Behavior of Randomization Tests Without a Group Invariance Assumption
- Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
- Two-Sample Test of High Dimensional Means Under Dependence
- Estimating the Null and the Proportion of Nonnull Effects in Large-Scale Multiple Comparisons
- An adaptive two-sample test for high-dimensional means
- The Large-Sample Power of Tests Based on Permutations of Observations
This page was built for publication: A Permutation Test for Two-Sample Means and Signal Identification of High-dimensional Data
