Mean test for high-dimensional data based on covariance matrix with linear structures
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Cites work
- A high-dimensional nonparametric multivariate test for mean vector
- A regularized Hotelling's \(T^{2}\) test for pathway analysis in proteomic studies
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
- A test for the mean vector in large dimension and small samples
- 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 high-dimensional data with applications to gene-set testing
- Adaptive thresholding for sparse covariance matrix estimation
- An overview of tests on high-dimensional means
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
- Composite T² test for high-dimensional data
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- Projection tests for high-dimensional spiked covariance matrices
- Regularized estimation of large covariance matrices
- Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data
- Sign-based test for mean vector in high-dimensional and sparse settings
- Tests for high-dimensional covariance matrices
- The generalization of Student's ratio.
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