Mean vector testing for high-dimensional dependent observations
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Publication:2374404
DOI10.1016/j.jmva.2016.09.012zbMath1351.62112arXiv1411.3390OpenAlexW2143392804MaRDI QIDQ2374404
Deepak Nag Ayyala, Junyong Park, Anindya Roy
Publication date: 15 December 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.3390
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)
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Two sample tests for high-dimensional autocovariances ⋮ Hotelling's \(T^2\) in separable Hilbert spaces ⋮ Distribution and correlation-free two-sample test of high-dimensional means ⋮ A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors ⋮ Hypothesis testing for high-dimensional time series via self-normalization
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