A high-dimensional test on linear hypothesis of means under a low-dimensional factor model
From MaRDI portal
Publication:2142461
DOI10.1007/s00184-021-00841-2zbMath1493.62334OpenAlexW3206729249MaRDI QIDQ2142461
Publication date: 27 May 2022
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-021-00841-2
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- Unnamed Item
- Unnamed Item
- Minimax bounds for sparse PCA with noisy high-dimensional data
- Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices
- Factor modeling for high-dimensional time series: inference for the number of factors
- A high dimensional two-sample test under a low dimensional factor structure
- Linear hypothesis testing in high-dimensional one-way MANOVA
- A high-dimensional two-sample test for the mean using random subspaces
- On two-sample mean tests under spiked covariances
- Tests for the parallelism and flatness hypotheses of multi-group profile analysis for high-dimensional elliptical populations
- On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings
- Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings
- On error bounds for high-dimensional asymptotic distribution of \(L_2\)-type test statistic for equality of means
- A two-sample test for high-dimensional data with applications to gene-set testing
- Test on the linear combinations of mean vectors in high-dimensional data
- Likelihood-based tests on moderate-high-dimensional mean vectors with unequal covariance matrices
- High-dimensional general linear hypothesis testing under heteroscedasticity
- A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data
- Sparse PCA: optimal rates and adaptive estimation
- Synthesis of variance
- Eigenvalue Ratio Test for the Number of Factors
- Multiple Comparisons Among Mean Vectors When the Dimension is Larger Than the Total Sample Size
- Factor profiled sure independence screening
- A Regularized Hotelling’sT2Test for Pathway Analysis in Proteomic Studies
- Asymptotic Results of a High Dimensional MANOVA Test and Power Comparison When the Dimension is Large Compared to the Sample Size
- Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data
- A Simple Two-Sample Test in High Dimensions Based on L2-Norm
- Tests for High-Dimensional Covariance Matrices
- On Estimation of the Noise Variance in High Dimensional Probabilistic Principal Component Analysis
- Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
- A test on linear hypothesis of \(k\)-sample means in high-dimensional data