Empirical likelihood test for a large-dimensional mean vector
From MaRDI portal
Recommendations
- Test for a mean vector with fixed or divergent dimension
- Large dimensional empirical likelihood
- Empirical likelihood test for high dimensional linear models
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
- Jackknife empirical likelihood test for equality of two high dimensional means
Cited in
(17)- Calibration of the empirical likelihood method for a vector mean
- An overview of tests on high-dimensional means
- Test for a mean vector with fixed or divergent dimension
- Large dimensional empirical likelihood
- Jackknife empirical likelihood test for equality of two high dimensional means
- A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors
- Two-sample mean vector projection test in high-dimensional data
- Testing symmetry of model errors for non linear multiplicative distortion measurement error models
- A review of recent advances in empirical likelihood
- Testing high-dimensional regression coefficients in linear models
- Mean tests for high-dimensional time series
- On the two-sample Behrens-Fisher problem for high-dimensional data
- Randomized empirical likelihood test for ultra-high dimensional means under general covariances
- Empirical likelihood with twice censored data
- Test for high-dimensional linear hypothesis of mean vectors via random integration
- Empirical likelihood test for the mean with inequality constraints under strong mixing high-frequency data
- Testing the mean vector for high-dimensional data
This page was built for publication: Empirical likelihood test for a large-dimensional mean vector
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5127208)