On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
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Publication:1726809
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Cites work
- 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 study of two high-dimensional likelihood ratio tests under alternative hypotheses
- A test for the mean vector with fewer observations than the dimension
- A two-sample test for high-dimensional data with applications to gene-set testing
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Corrections to LRT on large-dimensional covariance matrix by RMT
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 3942782 (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?)
- Likelihood ratio tests for high-dimensional normal distributions
- Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
- Simultaneous testing of mean vector and covariance matrix for high-dimensional data
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
- Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices
Cited in
(10)- Likelihood-based tests on moderate-high-dimensional mean vectors with unequal covariance matrices
- Simultaneous testing of mean vector and covariance matrix for high-dimensional data
- A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data
- High-Dimensional Edgeworth Expansion of LR Statistic for Testing Circular Symmetric Covariance Structure and Its Error Bound
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
- Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
- A high-dimensional likelihood ratio test for circular symmetric covariance structure
- Power-Enhanced Simultaneous Test of High-Dimensional Mean Vectors and Covariance Matrices with Application to Gene-Set Testing
- Simultaneous test of the mean vectors and covariance matrices for high-dimensional data using RMT
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings
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