A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors (Q6185128)

scientific article; zbMATH DE number 7796628

Language	Label	Description	Also known as
English	A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors	scientific article; zbMATH DE number 7796628

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instance of

scholarly article

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title

A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors (English)

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29 January 2024

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full work available at URL

https://arxiv.org/abs/2003.04636

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zbMATH Keywords

high-dimensional data

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Hotelling's test

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pairwise correlation

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screening

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statistical power

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type-i error rate

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MaRDI profile type

MaRDI publication profile

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cites work

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Two-sample tests for high-dimension, strongly spiked eigenvalue models

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Mean vector testing for high-dimensional dependent observations

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Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations

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Two-Sample Test of High Dimensional Means Under Dependence

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Two-sample tests of high-dimensional means for compositional data

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A Regularized Hotelling’sT2Test for Pathway Analysis in Proteomic Studies

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A note on pseudolikelihood constructed from marginal densities

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Empirical likelihood test for a large-dimensional mean vector

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Diagonal likelihood ratio test for equality of mean vectors in high‐dimensional data

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Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model

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On the distribution of the largest eigenvalue in principal components analysis

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Robust rank correlation based screening

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An adaptable generalization of Hotelling's $T^2$ test in high dimension

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Q4574501

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A test for the mean vector in large dimension and small samples

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A test for the mean vector with fewer observations than the dimension under non-normality

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

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A two sample test in high dimensional data

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A high-dimensional two-sample test for the mean using random subspaces

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Q3074760

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Q4921671

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A Multivariate Two-Sample Mean Test for Small Sample Size and Missing Data

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Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes

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An adaptive two-sample test for high-dimensional means

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Q5004044

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A Simple Two-Sample Test in High Dimensions Based on L2-Norm

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Identifiers

arXiv ID

2003.04636

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DOI

10.5705/ss.202021.0369

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6185128