Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics (Q6552995)

scientific article; zbMATH DE number 7862760

Language	Label	Description	Also known as
default for all languages	No label defined
English	Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics	scientific article; zbMATH DE number 7862760

Statements

instance of

scholarly article

0 references

title

Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics (English)

0 references

0 references

0 references

Communications in Statistics. Simulation and Computation

0 references

publication date

11 June 2024

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Q4420195

0 references

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

0 references

A nonparametric two-sample test applicable to high dimensional data

0 references

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

0 references

Two-Sample Test of High Dimensional Means Under Dependence

0 references

Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity

0 references

Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering

0 references

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

0 references

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

0 references

Comparison and anti-concentration bounds for maxima of Gaussian random vectors

0 references

Central limit theorems and bootstrap in high dimensions

0 references

Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data

0 references

A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data

0 references

Equality tests of high-dimensional covariance matrices under the strongly spiked eigenvalue model

0 references

Self-normalized Cramér-type large deviations for independent random variables.

0 references

Two sample tests for high-dimensional covariance matrices

0 references

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

0 references

A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests

0 references

Simultaneous testing of mean vector and covariance matrix for high-dimensional data

0 references

Asymptotic Statistics

0 references

Interpoint distance based two sample tests in high dimension

0 references

Identifiers

DOI

10.1080/03610918.2022.2037641

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6552995