Adaptive Testing for High-Dimensional Data
From MaRDI portal
Cites work
- A high-dimensional nonparametric multivariate test for mean vector
- A test for the mean vector with fewer observations than the dimension
- A two-sample test for high-dimensional data with applications to gene-set testing
- Adaptive Inference for Change Points in High-Dimensional Data
- An adaptive test on high-dimensional parameters in generalized linear models
- An adaptive two-sample test for high-dimensional means
- Asymptotically independent U-statistics in high-dimensional testing
- Corrections to LRT on large-dimensional covariance matrix by RMT
- Detectability of nonparametric signals: higher criticism versus likelihood ratio
- Distribution-free tests of independence in high dimensions
- Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- High-dimensional consistent independence testing with maxima of rank correlations
- Higher criticism for detecting sparse heterogeneous mixtures.
- Higher criticism for large-scale inference, especially for rare and weak effects
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- Hypothesis testing for high-dimensional sparse binary regression
- Innovated higher criticism for detecting sparse signals in correlated noise
- Limit theorems for iterated random functions
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
- Local Whittle estimation of fractional integration for nonlinear processes
- Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices
- Nonlinear system theory: Another look at dependence
- On the bootstrap of \(U\) and \(V\) statistics
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
- Testing independence in high dimensions with sums of rank correlations
- Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
- Tests for high-dimensional covariance matrices
- Tests for high-dimensional data based on means, spatial signs and spatial ranks
- Tests for high-dimensional regression coefficients with factorial designs
- The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
- The asymptotic distributions of the largest entries of sample correlation matrices.
- Two sample tests for high-dimensional covariance matrices
- Two-sample and ANOVA tests for high dimensional means
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
- Two-Sample Test of High Dimensional Means Under Dependence
This page was built for publication: Adaptive Testing for High-Dimensional Data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6910879)
