Test for high-dimensional mean vector under missing observations
From MaRDI portal
Publication:2237813
DOI10.1016/j.jmva.2021.104797zbMath1478.62139OpenAlexW3193550663MaRDI QIDQ2237813
Publication date: 28 October 2021
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104797
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Missing data (62D10)
Cites Work
- Unnamed Item
- Unnamed Item
- A two sample test in high dimensional data
- Two sample tests for high-dimensional covariance matrices
- A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
- Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
- Two-sample inference for normal mean vectors based on monotone missing data
- A test for the mean vector with fewer observations than the dimension under non-normality
- Testing equality of covariance matrices when data are incomplete
- Some simple test procedures for normal mean vector with incomplete data
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- A two-sample test for high-dimensional data with applications to gene-set testing
- A test for the mean vector with fewer observations than the dimension
- Analysis of high-dimensional one group repeated measures designs
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
- A High-Dimensional Nonparametric Multivariate Test for Mean Vector
- Inferences on a normal covariance matrix and generalized variance with monotone missing data
This page was built for publication: Test for high-dimensional mean vector under missing observations
