Pages that link to "Item:Q2380090"
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The following pages link to A two-sample test for high-dimensional data with applications to gene-set testing (Q2380090):
Displaying 50 items.
- Two-sample Hypothesis Testing for Inhomogeneous Random Graphs (Q126111) (← links)
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
- An adaptable generalization of Hotelling's $T^2$ test in high dimension (Q151159) (← links)
- Test for a mean vector with fixed or divergent dimension (Q254394) (← links)
- Significance analysis of high-dimensional, low-sample size partially labeled data (Q286481) (← links)
- More powerful tests for sparse high-dimensional covariances matrices (Q290714) (← links)
- A simpler spatial-sign-based two-sample test for high-dimensional data (Q290723) (← links)
- Spatial-sign based high-dimensional location test (Q309597) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology (Q311815) (← links)
- On the sphericity test with large-dimensional observations (Q367207) (← links)
- Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
- Generalized \(F\) test for high dimensional linear regression coefficients (Q391594) (← links)
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology (Q391612) (← links)
- PCA consistency for the power spiked model in high-dimensional settings (Q391897) (← links)
- A nonparametric two-sample test applicable to high dimensional data (Q391926) (← links)
- Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices (Q394093) (← links)
- High-dimensional sparse MANOVA (Q406532) (← links)
- More power via graph-structured tests for differential expression of gene networks (Q439146) (← links)
- A high dimensional two-sample test under a low dimensional factor structure (Q495362) (← links)
- Linear hypothesis testing in high-dimensional one-way MANOVA (Q512013) (← links)
- On testing the equality of high dimensional mean vectors with unequal covariance matrices (Q520564) (← links)
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
- Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation (Q525885) (← links)
- On high-dimensional change point problem (Q525890) (← links)
- On high-dimensional two sample mean testing statistics: a comparative study with a data adaptive choice of coefficient vector (Q736633) (← links)
- A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data (Q741160) (← links)
- Testing covariates in high-dimensional regression (Q743995) (← links)
- On high dimensional two-sample tests based on nearest neighbors (Q746878) (← links)
- Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
- Two sample tests for high-dimensional autocovariances (Q830592) (← links)
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings (Q830690) (← links)
- Two-sample Behrens-Fisher problems for high-dimensional data: a normal reference approach (Q830717) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- A note on high-dimensional two-sample test (Q894570) (← links)
- Testing of high dimensional mean vectors via approximate factor model (Q897642) (← links)
- Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context (Q899373) (← links)
- Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data (Q900797) (← links)
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
- Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
- A high-dimensional two-sample test for the mean using random subspaces (Q1623444) (← links)
- Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings (Q1623798) (← links)
- Testing predictor significance with ultra high dimensional multivariate responses (Q1623800) (← links)
- On Schott's and Mao's test statistics for independence of normal random vectors (Q1644198) (← links)
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (Q1650066) (← links)
- Ball divergence: nonparametric two sample test (Q1650071) (← links)
- On kernel methods for covariates that are rankings (Q1657968) (← links)
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
