Pages that link to "Item:Q2407080"
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The following pages link to Simultaneous testing of mean vector and covariance matrix for high-dimensional data (Q2407080):
Displaying 10 items.
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings (Q830690) (← links)
- Hotelling's \(T^2\) in separable Hilbert spaces (Q1661352) (← links)
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality (Q1726809) (← links)
- Inference for high-dimensional split-plot-designs: a unified approach for small to large numbers of factor levels (Q1786575) (← links)
- Projected tests for high-dimensional covariance matrices (Q2301103) (← links)
- A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data (Q2414881) (← links)
- Simultaneous testing of the mean vector and covariance matrix among <i>k</i> populations for high-dimensional data (Q5079065) (← links)
- Standardized Dempster's non-exact test for high-dimensional mean vectors (Q6543898) (← links)
- Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics (Q6552995) (← links)
- Homogeneity tests for high-dimensional mean vectors and covariance matrices (Q6621347) (← links)
