Bayesian optimal two-sample tests for high-dimensional Gaussian populations
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Cites work
- scientific article; zbMATH DE number 1150732 (Why is no real title available?)
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
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- Bayes Factors
- Bayesian optimal two-sample tests for high-dimensional Gaussian populations
- High-dimensional two-sample covariance matrix testing via super-diagonals
- Maximum pairwise Bayes factors for covariance structure testing
- Robust two-sample test of high-dimensional mean vectors under dependence
- Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis
- Testing homogeneity of high-dimensional covariance matrices
- Testing the equality of several covariance matrices with fewer observations than the dimension
- 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
- Two-sample tests of high-dimensional means for compositional data
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