A unified approach to testing mean vectors with large dimensions
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Cites work
- A U-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
- A High Dimensional Two Sample Significance Test
- A high-dimensional nonparametric multivariate test for mean vector
- A new test on high-dimensional mean vector without any assumption on population covariance matrix
- A Significance Test for the Separation of Two Highly Multivariate Small Samples
- A two-sample test for high-dimensional data with applications to gene-set testing
- An Extension of Box's Results on the Use of the $F$ Distribution in Multivariate Analysis
- Approximation Theorems of Mathematical Statistics
- Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions
- Asymptotic Statistics
- Conditions Under Which Mean Square Ratios in Repeated Measurements Designs Have Exact F-Distributions
- scientific article; zbMATH DE number 3719745 (Why is no real title available?)
- scientific article; zbMATH DE number 47948 (Why is no real title available?)
- scientific article; zbMATH DE number 1249686 (Why is no real title available?)
- scientific article; zbMATH DE number 491591 (Why is no real title available?)
- scientific article; zbMATH DE number 2147964 (Why is no real title available?)
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- scientific article; zbMATH DE number 1416649 (Why is no real title available?)
- scientific article; zbMATH DE number 3314854 (Why is no real title available?)
- Large Sample Techniques for Statistics
- Location-invariant multi-sample \(U\)-tests for covariance matrices with large dimension
- Location-invariant tests of homogeneity of large-dimensional covariance matrices
- Mathematical Statistics
- Multivariate hypothesis testing using generalized and {2}-inverses – with applications
- Multivariate statistics. High dimensional and large-sample approximations.
- Multivariate tests based on left-spherically distributed linear scores
- On methods in the analysis of profile data
- On testing sphericity and identity of a covariance matrix with large dimensions
- On testing the equality of high dimensional mean vectors with unequal covariance matrices
- Some high-dimensional tests for a one-way MANOVA
- Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
- Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, II. Effects of Inequality of Variance and of Correlation Between Errors in the Two-Way Classification
- Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates
- Two-stage procedures for high-dimensional data
Cited in
(8)- Tests for proportionality of matrices with large dimension
- Tests of zero correlation using modified RV coefficient for high-dimensional vectors
- A large sample analysis of the magnitudinal model in multivariate analysis
- Tests of parameter matrix in multivariate general linear model with large dimensions
- A test to determine the contributing subspace in high-dimensional classification
- On the robustness of F statistic for high-dimensional general linear models
- A MANOVA statistic for increasing number of samples
- On the distribution of the \(\operatorname{T}^2\) statistic, used in statistical process monitoring, for high-dimensional data
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