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

DOI10.1016/J.CSDA.2015.03.004MaRDI QIDQ1663250zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 46873 (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?)
• A High Dimensional Two Sample Significance Test
• A regularized Hotelling's \(T^{2}\) test for pathway analysis in proteomic studies
• A road to classification in high dimensional space: the regularized optimal affine discriminant
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• A two-sample test for high-dimensional data with applications to gene-set testing
• A well-conditioned estimator for large-dimensional covariance matrices
• Adaptive thresholding for sparse covariance matrix estimation
• High-dimensional covariance matrix estimation in approximate factor models
• Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
• Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis
• Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
• Two-Sample Test of High Dimensional Means Under Dependence

Cited in

(12)

• A high-dimension two-sample test for the mean using cluster subspaces
• High-dimensional tests for mean vector: approaches without estimating the mean vector directly
• Tests for a multiple-sample problem in high dimensions
• An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity
• Adaptive multivariate global testing
• Testing high-dimensional mean vector with applications. A normal reference approach
• A test for the mean vector in large dimension and small samples
• Distribution and correlation-free two-sample test of high-dimensional means
• Hotelling's \(T^2\) in separable Hilbert spaces
• A new test for the mean vector in large dimension and small samples
• Testing of high dimensional mean vectors via approximate factor model
• A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices

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