Asymptotically independent U-statistics in high-dimensional testing (Q2656592)

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English	Asymptotically independent U-statistics in high-dimensional testing	scientific article

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scholarly article

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Asymptotically independent U-statistics in high-dimensional testing (English)

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The Annals of Statistics

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publication date

11 March 2021

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full work available at URL

https://arxiv.org/abs/1809.00411

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https://projecteuclid.org/euclid.aos/1611889222

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zbMATH Keywords

high-dimensional hypothesis test

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U-statistics

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adaptive testing

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Corrections to LRT on large-dimensional covariance matrix by RMT

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Regularized estimation of large covariance matrices

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Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings

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Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices

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Two-Sample Test of High Dimensional Means Under Dependence

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Optimal hypothesis testing for high dimensional covariance matrices

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Two-sample and ANOVA tests for high dimensional means

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A two-sample test for high-dimensional data with applications to gene-set testing

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Tests for High-Dimensional Covariance Matrices

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Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications

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Higher criticism for detecting sparse heterogeneous mixtures.

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Higher criticism for large-scale inference, especially for rare and weak effects

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Test of Significance Based on Wavelet Thresholding and Neyman's Truncation

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Power Enhancement in High-Dimensional Cross-Sectional Tests

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Spatial statistics and modeling. Translated from the French by Kevin Bleakley.

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Testing Against a High Dimensional Alternative

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A Two-Sample Test for Equality of Means in High Dimension

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Innovated higher criticism for detecting sparse signals in correlated noise

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On the asymptotic joint distribution of the sum and maximum of stationary normal random variables

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Asymptotic distribution of sum and maximum for Gaussian processes

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A Class of Statistics with Asymptotically Normal Distribution

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A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables

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Limit distribution of the sum and maximum from multivariate Gaussian sequences

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The asymptotic distributions of the largest entries of sample correlation matrices.

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Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions

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On the distribution of the largest eigenvalue in principal components analysis

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Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size

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Testing independence in high dimensions with sums of rank correlations

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Two sample tests for high-dimensional covariance matrices

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The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization

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Asymptotic distribution for the sum and maximum of Gaussian processes

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Inference on the shape of elliptical distributions based on the MCD

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Universality results for the largest eigenvalues of some sample covariance matrix ensembles

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On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence

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Some mixing properties of time series models

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A test for the equality of covariance matrices when the dimension is large relative to the sample sizes

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Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices

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A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices

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A test for the mean vector with fewer observations than the dimension

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Testing the equality of several covariance matrices with fewer observations than the dimension

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Statistical significance for genomewide studies

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An Adaptive Test on High-dimensional Parameters in Generalized Linear Models

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Testing differential networks with applications to the detection of gene-gene interactions

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An adaptive two-sample test for high-dimensional means

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Tests for High-Dimensional Regression Coefficients With Factorial Designs

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Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence

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Identifiers

zbMATH Open document ID

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10.1214/20-AOS1951

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2656592

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