Pages that link to "Item:Q5088224"

The following pages link to Two-Sample Test of High Dimensional Means Under Dependence (Q5088224):

Displaying 50 items.

• Two-sample Hypothesis Testing for Inhomogeneous Random Graphs (Q126111) (← links)
• An adaptable generalization of Hotelling's $T^2$ test in high dimension (Q151159) (← links)
• High-dimensional sparse MANOVA (Q406532) (← 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)
• A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices (Q525878) (← links)
• Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores (Q826977) (← links)
• Two sample tests for high-dimensional autocovariances (Q830592) (← links)
• An adaptive decorrelation procedure for signal detection (Q830600) (← links)
• High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
• A note on high-dimensional two-sample test (Q894570) (← links)
• Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
• Powerful test based on conditional effects for genome-wide screening (Q1647641) (← links)
• Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (Q1650066) (← links)
• Are discoveries spurious? Distributions of maximum spurious correlations and their applications (Q1650067) (← links)
• A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
• A high-dimension two-sample test for the mean using cluster subspaces (Q1659362) (← links)
• An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems (Q1663250) (← links)
• Tests for comparison of multiple endpoints with application to omics data (Q1672809) (← links)
• Gaussian approximation for high dimensional vector under physical dependence (Q1708978) (← links)
• An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
• Robust two-sample test of high-dimensional mean vectors under dependence (Q1755128) (← links)
• On the dimension effect of regularized linear discriminant analysis (Q1786573) (← links)
• Inference for high-dimensional split-plot-designs: a unified approach for small to large numbers of factor levels (Q1786575) (← links)
• On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings (Q1795576) (← links)
• Generalized Schott type tests for complete independence in high dimensions (Q2022562) (← links)
• A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension (Q2032194) (← links)
• Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test (Q2057832) (← links)
• An overview of tests on high-dimensional means (Q2062768) (← links)
• Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches (Q2062798) (← links)
• Neyman's truncation test for two-sample means under high dimensional setting (Q2077453) (← links)
• Spatial rank-based high-dimensional change point detection via random integration (Q2078581) (← links)
• Robust inference for change points in high dimension (Q2101465) (← links)
• Two-sample testing of high-dimensional linear regression coefficients via complementary sketching (Q2105203) (← links)
• High-dimensional tests for mean vector: approaches without estimating the mean vector directly (Q2115215) (← links)
• Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
• A rank-based high-dimensional test for equality of mean vectors (Q2143018) (← links)
• Testing linear hypothesis of high-dimensional means with unequal covariance matrices (Q2151597) (← links)
• Testing the equality of multivariate means when \(p>n\) by combining the Hotelling and Simes tests (Q2161019) (← links)
• Distribution and correlation-free two-sample test of high-dimensional means (Q2196222) (← links)
• High-dimensional general linear hypothesis tests via non-linear spectral shrinkage (Q2203614) (← links)
• Comparing a large number of multivariate distributions (Q2214253) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Two-sample high dimensional mean test based on prepivots (Q2242161) (← links)
• A more powerful test of equality of high-dimensional two-sample means (Q2242183) (← links)
• Testing regression coefficients in high-dimensional and sparse settings (Q2244668) (← links)
• Two-sample test for sparse high-dimensional multinomial distributions (Q2273180) (← links)
• Accurate inference for repeated measures in high dimensions (Q2283568) (← links)
• Sign-based test for mean vector in high-dimensional and sparse settings (Q2287782) (← links)
• Projected tests for high-dimensional covariance matrices (Q2301103) (← links)