A High Dimensional Two Sample Significance Test

Cited in

(82)

Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension
Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices
A U-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
scientific article; zbMATH DE number 7387552 (Why is no real title available?)
Testing linear hypotheses in high-dimensional regressions
Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
Testing independence in high-dimensional multivariate normal data
A note on mean testing for high dimensional multivariate data under non-normality
A test for the mean vector with fewer observations than the dimension under non-normality
Statistical inference for high-dimension, low-sample-size data
Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
Corrections to LRT on large-dimensional covariance matrix by RMT
A high-dimension two-sample test for the mean using cluster subspaces
Bayesian hypothesis testing for equality of high-dimensional means using cluster subspaces
The analysis of small-sample multivariate data
A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations
Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
Directional multivariate tests rejecting null and negative effects in all variables
Graphical comparisons of multivariate data
A one-sample location test based on weighted averaging of two test statistics when the dimension and the sample size are large
Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
An adaptive test for the mean vector in large-p-small-n problems
Contributions to multivariate analysis by Professor Yasunori Fujikoshi
Challenges for panel financial analysis
Testing the independence of sets of large-dimensional variables
High-dimensional MANOVA under weak conditions
On Test Statistics in Profile Analysis with High-dimensional Data
Tests for a multiple-sample problem in high dimensions
High-dimensional rank-based inference
Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
A unified approach to testing mean vectors with large dimensions
A simple two-sample test in high dimensions based on \(L^2\)-norm
Multivariate analysis of variance with fewer observations than the dimension
Nonparametric methods in multivariate factorial designs for large number of factor levels
Exponential bounds for regularized Hotelling's T2 statistic in high dimension
Use of multivariate distance measures for high‐dimensional data in tests for difference, superiority, equivalence and non‐inferiority
scientific article; zbMATH DE number 7387187 (Why is no real title available?)
Some high-dimensional tests for a one-way MANOVA
Normalizing transformation of Dempster type statistic in high-dimensional settings
High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood
A test for the mean vector with fewer observations than the dimension
Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure
A test for the equality of means of two groups with different variances when the sample size and the dimension are large
CLT for linear spectral statistics of large-dimensional sample covariance matrices.
Tests for mean vectors in high dimension
Methods for high-dimensional multivariate and multi-group repeated measures data under non-normality
A generalized likelihood ratio test for linear hypothesis of k -sample means in high dimension
A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size
Two-sample multivariate tests for high-dimensional data when one covariance matrix is unknown
Multiple Comparisons Among Mean Vectors When the Dimension is Larger Than the Total Sample Size
Tests for covariance matrices in high dimension with less sample size
Testing high-dimensional mean vector with applications. A normal reference approach
High-dimensional linear models: a random matrix perspective
Hypothesis testing of one sample mean vector in distributed frameworks
Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference L^2-norm based test
An overview of tests on high-dimensional means
A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA
A test for the mean vector in large dimension and small samples
Asymptotic power of likelihood ratio tests for high dimensional data
One-sided multivariate test for two population means with common unknown covariance matrices of high-dimensional data
Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
A new test for high-dimensional two-sample mean problems with consideration of correlation structure
On monitoring high-dimensional processes with individual observations
High-dimensional general linear hypothesis testing under heteroscedasticity
Generalized composite multi-sample tests for high-dimensional data
Overview of normal-reference tests for high-dimensional means with implementation in the R package `HDNRA'
A more powerful test of equality of high-dimensional two-sample means
Two-sample Behrens-Fisher problems for high-dimensional data: a normal reference F-type test
Mean vector testing for high-dimensional dependent observations
Neyman's truncation test for two-sample means under high dimensional setting
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings
How to compare small multivariate samples using nonparametric tests
Linear hypothesis testing in high-dimensional one-way MANOVA
A test for multivariate analysis of variance in high dimension
MATS: inference for potentially singular and heteroscedastic MANOVA
A graphical procedure for comparing the principal components of several covariance matrices
On testing the equality of high dimensional mean vectors with unequal covariance matrices
\(U\)-tests of general linear hypotheses for high-dimensional data under nonnormality and heteroscedasticity
Standardized Dempster's non-exact test for high-dimensional mean vectors
A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices

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