A more powerful test of equality of high-dimensional two-sample means
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Publication:2242183
DOI10.1016/J.CSDA.2021.107318OpenAlexW3182244881MaRDI QIDQ2242183FDOQ2242183
Authors: Yanyan Li 
Publication date: 9 November 2021
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2021.107318
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Cites Work
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- Two-Sample Test of High Dimensional Means Under Dependence
- A test for the mean vector with fewer observations than the dimension
- A two-sample test for equality of means in high dimension
- An adaptive two-sample test for high-dimensional means
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
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- Two-sample behrens-fisher problem for high-dimensional data
- A High Dimensional Two Sample Significance Test
- A high-dimensional two-sample test for the mean using random subspaces
- A Powerful Bayesian Test for Equality of Means in High Dimensions
Cited In (9)
- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
- Bayesian hypothesis testing for equality of high-dimensional means using cluster subspaces
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
- Order test for high-dimensional two-sample means
- A triangle test for equality of distribution functions in high dimensions
- Two-sample test for equal distributions in separate metric space: New maximum mean discrepancy based approaches
- A two-sample test based on cluster subspaces for equality of mean vectors in high dimension
- A combined \(p\)-value test for the mean difference of high-dimensional data
- A Powerful Bayesian Test for Equality of Means in High Dimensions
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