Pages that link to "Item:Q2656592"
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The following pages link to Asymptotically independent U-statistics in high-dimensional testing (Q2656592):
Displaying 14 items.
- Generalized Schott type tests for complete independence in high dimensions (Q2022562) (← links)
- An overview of tests on high-dimensional means (Q2062768) (← links)
- Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
- Two-sample high dimensional mean test based on prepivots (Q2242161) (← links)
- Adaptive Change Point Monitoring for High-Dimensional Data (Q5089460) (← links)
- Nonparametric tests for treatment effect heterogeneity in observational studies (Q6059460) (← links)
- Use of Random Integration to Test Equality of High Dimensional Covariance Matrices (Q6069480) (← links)
- Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)
- Finite sample \(t\)-tests for high-dimensional means (Q6097558) (← links)
- Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination (Q6103258) (← links)
- Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding (Q6108302) (← links)
- Block-diagonal test for high-dimensional covariance matrices (Q6169925) (← links)
- A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors (Q6185128) (← links)
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
