High-dimensional general linear hypothesis testing under heteroscedasticity
From MaRDI portal
Recommendations
- Testing linear hypothesis of high-dimensional means with unequal covariance matrices
- Linear hypothesis testing in high-dimensional one-way MANOVA
- \(U\)-tests of general linear hypotheses for high-dimensional data under nonnormality and heteroscedasticity
- Test on the linear combinations of mean vectors in high-dimensional data
- Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices
Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 47948 (Why is no real title available?)
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- A High Dimensional Two Sample Significance Test
- A Significance Test for the Separation of Two Highly Multivariate Small Samples
- 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 test under a low dimensional factor structure
- A high-dimension two-sample test for the mean using cluster subspaces
- A high-dimensional nonparametric multivariate test for mean vector
- A high-dimensional two-sample test for the mean using random subspaces
- A note on high-dimensional two-sample test
- A test for multivariate analysis of variance in high dimension
- A test for the mean vector with fewer observations than the dimension
- A two sample test in high dimensional data
- 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
- Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size
- Convergence of stochastic processes
- Distribution-free high-dimensional two-sample tests based on discriminating hyperplanes
- Distribution-free tests of mean vectors and covariance matrices for multivariate paired data
- Estimations for some functions of covariance matrix in high dimension under non-normality and its applications
- High-dimensional sparse MANOVA
- Jackknife empirical likelihood test for equality of two high dimensional means
- Multivariate analysis of variance with fewer observations than the dimension
- Nonparametric \(K\)-sample tests via dynamic slicing
- Note on a solution of the generalized Behrens-Fisher problem
- On high dimensional two-sample tests based on nearest neighbors
- On high-dimensional two sample mean testing statistics: a comparative study with a data adaptive choice of coefficient vector
- On the \(k\)-sample Behrens-Fisher problem for high-dimensional data
- Robust principal component analysis for functional data. (With comments)
- Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data
- Some high-dimensional tests for a one-way MANOVA
- Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
- Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices
- Testing of high dimensional mean vectors via approximate factor model
- Tests for high-dimensional covariance matrices
- Tests for multivariate analysis of variance in high dimension under non-normality
- Two sample test for high-dimensional partially paired data
- Two-Sample Test of High Dimensional Means Under Dependence
- Two-sample behrens-fisher problem for high-dimensional data
Cited in
(26)- A high-dimensional test on linear hypothesis of means under a low-dimensional factor model
- Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference \(L^2\)-norm based test
- A high-dimensional test for the k-sample Behrens–Fisher problem
- A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA
- A hybrid omnibus test for generalized semiparametric single‐index models with high‐dimensional covariate sets
- High-dimensional MANOVA under weak conditions
- A scale-invariant test for linear hypothesis of means in high dimensions
- A revisit to Bai-Saranadasa's two-sample test
- Testing linear hypothesis of high-dimensional means with unequal covariance matrices
- Testing many restrictions under heteroskedasticity
- Moderate deviation principle for likelihood ratio test in multivariate linear regression model
- High-dimensional asymptotic expansion of the null distribution for \(L 2\) norm based MANOVA testing statistic under general distribution
- High-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count Data
- High-dimensional general linear hypothesis tests via non-linear spectral shrinkage
- A Flexible Framework for Hypothesis Testing in High Dimensions
- Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
- Linear hypothesis testing in high-dimensional one-way MANOVA: a new normal reference approach
- Likelihood ratio test in multivariate linear regression: from low to high dimension
- \(U\)-tests of general linear hypotheses for high-dimensional data under nonnormality and heteroscedasticity
- Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
- A generalized likelihood ratio test for linear hypothesis of k -sample means in high dimension
- Linear hypothesis testing in high-dimensional one-way MANOVA
- scientific article; zbMATH DE number 7376764 (Why is no real title available?)
- Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models
- Testing equality of several distributions in separable metric spaces: a maximum mean discrepancy based approach
- Test for mean matrix in GMANOVA model under heteroscedasticity and non-normality for high-dimensional data
This page was built for publication: High-dimensional general linear hypothesis testing under heteroscedasticity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2407078)
