An adaptive weighted component test for high-dimensional means
From MaRDI portal
Cites work
- A high-dimensional nonparametric multivariate test for mean vector
- A nonparametric two-sample test applicable to high dimensional data
- A simple two-sample test in high dimensions based on \(L^2\)-norm
- A test for the mean vector with fewer observations than the dimension
- A test for the mean vector with fewer observations than the dimension under non-normality
- A two-sample test for equality of means in high dimension
- A two-sample test for high-dimensional data with applications to gene-set testing
- An adaptive two-sample test for high-dimensional means
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
- Numerical methods for the nonlinear robust regression problem
- Robust regression using iteratively reweighted least-squares
- Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
- Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
- Tests for high-dimensional data based on means, spatial signs and spatial ranks
- Tests for multivariate analysis of variance in high dimension under non-normality
- The generalization of Student's ratio.
- Two-Sample Test of High Dimensional Means Under Dependence
- Two-sample tests for high-dimension, strongly spiked eigenvalue models
This page was built for publication: An adaptive weighted component test for high-dimensional means
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6621345)
