Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
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Cites work
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- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- Multivariate Theory for Analyzing High Dimensional Data
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Cited in
(15)- A two-sample test for high-dimension, low-sample-size data under the strongly spiked eigenvalue model
- Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models
- Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference L^2-norm based test
- Double data piling leads to perfect classification
- Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings
- Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model
- A Behrens-Fisher problem for general factor models in high dimensions
- Two-sample tests for high-dimension, strongly spiked eigenvalue models
- A classifier under the strongly spiked eigenvalue model in high-dimension, low-sample-size context
- A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors
- Statistical inference under the strongly spiked eigenvalue model
- An adaptive weighted component test for high-dimensional means
- Cross projection test for high-dimension mean vectors
- Statistical hypothesis testing for high-dimension, low-sample-size data
- Correlation tests for high-dimensional data under the strongly spiked eigenvalue model
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