An adaptive test for the mean vector in large-p-small-n problems

DOI10.1016/J.CSDA.2015.03.004zbMATH Open1468.62179OpenAlexW2120633692MaRDI QIDQ1663250FDOQ1663250

Y. F. Shen, Zhengyan Lin

Publication date: 21 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2015.03.004

zbMATH Keywords

variable selectionhigh-dimensional datahypothesis testingpowertesting mean vector

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
• A two-sample test for high-dimensional data with applications to gene-set testing
• Adaptive Thresholding for Sparse Covariance Matrix Estimation
• Two-Sample Test of High Dimensional Means Under Dependence
• A Road to Classification in High Dimensional Space: The Regularized Optimal Affine Discriminant
• A test for the mean vector with fewer observations than the dimension
• A Regularized Hotelling’sT²Test for Pathway Analysis in Proteomic Studies
• Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
• High-dimensional covariance matrix estimation in approximate factor models
• A High Dimensional Two Sample Significance Test
• Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis

Cited In (6)

• A high-dimension two-sample test for the mean using cluster subspaces
• An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity
• Testing high-dimensional mean vector with applications. A normal reference approach
• Distribution and correlation-free two-sample test of high-dimensional means
• Hotelling's \(T^2\) in separable Hilbert spaces
• A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices

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