Pages that link to "Item:Q4556714"
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The following pages link to Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity (Q4556714):
Displaying 32 items.
- HDtest (Q32200) (← 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)
- Are discoveries spurious? Distributions of maximum spurious correlations and their applications (Q1650067) (← links)
- Confidence regions for entries of a large precision matrix (Q1668572) (← links)
- A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension (Q2032194) (← links)
- An overview of tests on high-dimensional means (Q2062768) (← links)
- A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models (Q2111963) (← links)
- High-dimensional tests for mean vector: approaches without estimating the mean vector directly (Q2115215) (← links)
- A general panel break test based on the self-normalization method (Q2132016) (← 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)
- Some high-dimensional one-sample tests based on functions of interpoint distances (Q2404413) (← links)
- Thresholding-based outlier detection for high-dimensional data (Q4960672) (← links)
- A Permutation Test for Two-Sample Means and Signal Identification of High-dimensional Data (Q5037816) (← links)
- Distribution/correlation-free test for two-sample means in high-dimensional functional data with eigenvalue decay relaxed (Q6051327) (← links)
- Nearly optimal central limit theorem and bootstrap approximations in high dimensions (Q6104030) (← links)
- High-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count Data (Q6107199) (← links)
- Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
- Central limit theorems for high dimensional dependent data (Q6178582) (← links)
- A high‐dimensional inverse norm sign test for two‐sample location problems (Q6180916) (← links)
- Robust high-dimensional tuning free multiple testing (Q6183774) (← links)
- Edge differentially private estimation in the \(\beta\)-model via jittering and method of moments (Q6550969) (← links)
- Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics (Q6552995) (← links)
- Sparse signal detection in heteroscedastic Gaussian sequence models: sharp minimax rates (Q6565316) (← links)
- Statistical Inferences for Complex Dependence of Multimodal Imaging Data (Q6567943) (← links)
- Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity (Q6580098) (← links)
- An adaptive weighted component test for high-dimensional means (Q6621345) (← links)
- Homogeneity tests for high-dimensional mean vectors and covariance matrices (Q6621347) (← links)
- Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models (Q6626232) (← links)
- A new test for high-dimensional two-sample mean problems with consideration of correlation structure (Q6656617) (← links)
- Mean tests for high-dimensional time series (Q6671912) (← links)
