The following pages link to (Q4882268):
Displaying 50 items.
- Two-sample Hypothesis Testing for Inhomogeneous Random Graphs (Q126111) (← links)
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039) (← 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)
- Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
- On two simple and effective procedures for high dimensional classification of general populations (Q284189) (← 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)
- Testing super-diagonal structure in high dimensional covariance matrices (Q308372) (← links)
- Spatial-sign based high-dimensional location test (Q309597) (← links)
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology (Q311815) (← links)
- The relative effects of dimensionality and multiplicity of hypotheses on the \(F\)-test in linear regression (Q315402) (← links)
- Rank-based score tests for high-dimensional regression coefficients (Q364206) (← links)
- Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension (Q391567) (← 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)
- Identity tests for high dimensional data using RMT (Q391630) (← 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)
- Likelihood ratio tests for covariance matrices of high-dimensional normal distributions (Q433736) (← links)
- More power via graph-structured tests for differential expression of gene networks (Q439146) (← links)
- Order test for high-dimensional two-sample means (Q447646) (← 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)
- High-dimensional rank tests for sphericity (Q512015) (← links)
- Testing block-diagonal covariance structure for high-dimensional data under non-normality (Q512027) (← 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)
- Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure (Q609674) (← links)
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices (Q638800) (← links)
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension (Q655585) (← links)
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation (Q693724) (← 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)
- Multivariate analysis of variance with fewer observations than the dimension (Q855900) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
