A high dimensional two-sample test under a low dimensional factor structure
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Cites work
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- A two sample test in high dimensional data
- A two-sample test for high-dimensional data with applications to gene-set testing
- Common risk factors in the returns on stocks and bonds
- Eigenvalue ratio test for the number of factors
- Factor modeling for high-dimensional time series: inference for the number of factors
- Factor profiled sure independence screening
- High dimensional covariance matrix estimation using a factor model
- High-dimensional covariance matrix estimation in approximate factor models
- Testing covariates in high-dimensional regression
- Tests for high-dimensional regression coefficients with factorial designs
- Two sample tests for high-dimensional covariance matrices
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
- Two-Sample Test of High Dimensional Means Under Dependence
Cited in
(19)- A high-dimensional test on linear hypothesis of means under a low-dimensional factor model
- Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test
- High-dimensional general linear hypothesis testing under heteroscedasticity
- A high-dimensional test for the k-sample Behrens–Fisher problem
- Two-Sample Tests for High-Dimensional Linear Regression with an Application to Detecting Interactions
- On two-sample mean tests under spiked covariances
- Cross projection test for mean vectors via multiple random splits in high dimensions
- Testing covariates in high dimension linear regression with latent factors
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings
- A feasible high dimensional randomization test for the mean vector
- A test for the \(k\) sample Behrens-Fisher problem in high dimensional data
- A Behrens-Fisher problem for general factor models in high dimensions
- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
- A high-dimensional test for multivariate analysis of variance under a low-dimensional factor structure
- Linear hypothesis testing in high-dimensional one-way MANOVA
- scientific article; zbMATH DE number 7376764 (Why is no real title available?)
- Approximate least squares estimation for spatial autoregressive models with covariates
- Hotelling's \(T^2\) in separable Hilbert spaces
- Equality tests of covariance matrices under a low-dimensional factor structure
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