A Behrens-Fisher problem for general factor models in high dimensions

DOI10.1016/J.JMVA.2023.105162MaRDI QIDQ2692937zbMATH OpenOpenAlexFDO

Authors Masashi Hyodo, Takahiro Nishiyama, Tatjana Pavlenko

Publication date 17 March 2023

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2023.105162

zbMATH Keywords

high-dimensional datahigh-dimensional testing problemlatent factor modeltwo-sample test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• A high dimensional two-sample test under a low dimensional factor structure
• A High-Dimensional Two-Sample Test for Non-Gaussian Data under a Strongly Spiked Eigenvalue Model
• A two-sample test for high-dimensional data with applications to gene-set testing
• Eigenvalue ratio test for the number of factors
• Estimation of misclassification probability for a distance-based classifier in high-dimensional data
• Factor profiled sure independence screening
• scientific article; zbMATH DE number 889593 (Why is no real title available?)
• Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
• Two-sample Behrens-Fisher problems for high-dimensional data: a normal reference approach
• Two-sample tests for high-dimension, strongly spiked eigenvalue models

Cited in

(9)

• On the \(k\)-sample Behrens-Fisher problem for high-dimensional data
• A high-dimensional test on linear hypothesis of means under a low-dimensional factor model
• A test for the k sample Behrens-Fisher problem in high dimensional data
• A high dimensional two-sample test under a low dimensional factor structure
• Cross projection test for mean vectors via multiple random splits in high dimensions
• Equality tests of covariance matrices under a low-dimensional factor structure
• Low dimensional factor model-based tests for assessing vector correlation in high-dimensional settings
• Correlation tests for high-dimensional data under the strongly spiked eigenvalue model
• Testing of high dimensional mean vectors via approximate factor model

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