Pages that link to "Item:Q1996775"
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The following pages link to Robust multivariate nonparametric tests via projection averaging (Q1996775):
Displaying 27 items.
- The exact equivalence of distance and kernel methods in hypothesis testing (Q2058548) (← links)
- An overview of tests on high-dimensional means (Q2062768) (← links)
- Stable correlation and robust feature screening (Q2070420) (← links)
- Projection quantile correlation and its use in high-dimensional grouped variable screening (Q2072410) (← links)
- A new framework for distance and kernel-based metrics in high dimensions (Q2074298) (← links)
- Spatial rank-based high-dimensional change point detection via random integration (Q2078581) (← links)
- On universally consistent and fully distribution-free rank tests of vector independence (Q2091822) (← links)
- Consistency of invariance-based randomization tests (Q2091850) (← links)
- Poisson limit theorems for the Cressie-Read statistics (Q2095100) (← links)
- Sharp local minimax rates for goodness-of-fit testing in multivariate binomial and Poisson families and in multinomials (Q2102432) (← links)
- Minimax optimality of permutation tests (Q2119226) (← links)
- Projection-based high-dimensional sign test (Q2131148) (← links)
- Local minimax rates for closeness testing of discrete distributions (Q2137011) (← links)
- Minimax confidence intervals for the sliced Wasserstein distance (Q2137795) (← links)
- A comparison of likelihood-free methods with and without summary statistics (Q2141917) (← links)
- Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models (Q2242174) (← links)
- Consistent Screening Procedures in High-dimensional Binary Classification (Q5037818) (← links)
- A new nonparametric extension of ANOVA via projection mean variance measure (Q5037831) (← links)
- Distributed inference for two‐sample <i>U</i>‐statistics in massive data analysis (Q6049782) (← links)
- Use of Random Integration to Test Equality of High Dimensional Covariance Matrices (Q6069480) (← links)
- Measuring, Testing, and Identifying Heterogeneity of Large Parallel Datasets (Q6090402) (← links)
- Measuring and testing homogeneity of distributions by characteristic distance (Q6157030) (← links)
- Weighted bootstrap for two-sample \(U\)-statistics (Q6163481) (← links)
- Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency (Q6168124) (← links)
- Dimension-agnostic inference using cross U-statistics (Q6178581) (← links)
- A hyperbolic divergence based nonparametric test for two‐sample multivariate distributions (Q6180918) (← links)
- Testing homogeneity in high dimensional data through random projections (Q6189150) (← links)