A test for the mean vector with fewer observations than the dimension

DOI10.1016/j.jmva.2006.11.002zbMath1148.62042OpenAlexW2050498681MaRDI QIDQ2476142

Publication date: 11 March 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.11.002

zbMATH Keywords

asymptotic distribution DNA microarray multivariate normal significance test power comparison

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

Related Items

A phase I change‐point method for high‐dimensional process with sparse mean shifts, Ridgelized Hotelling’s T² test on mean vectors of large dimension, Finite sample $t$-tests for high-dimensional means, Identification of outlying observations for large-dimensional data, A high-dimensional test for the k-sample Behrens–Fisher problem, Simultaneous test for linear model via projection, Linear Hypothesis Testing in Linear Models With High-Dimensional Responses, A robust Hotelling test statistic for one sample case in high dimensional data, Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review, Nonparametric Two-Sample Tests of High Dimensional Mean Vectors via Random Integration, Projection Test for Mean Vector in High Dimensions, Two-sample Behrens–Fisher problems for high-dimensional data: a normal reference scale-invariant test, Two-sample multivariate tests for high-dimensional data when one covariance matrix is unknown, Dimension-agnostic inference using cross U-statistics, A high‐dimensional inverse norm sign test for two‐sample location problems, A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors, Unnamed Item, Discussion on the paper ‘A review of distributed statistical inference’, Direct shrinkage estimation of large dimensional precision matrix, Graph-based two-sample tests for data with repeated observations, Adaptive test for mean vectors of high-dimensional time series data with factor structure, A high-dimensional two-sample test for the mean using random subspaces, High-dimensional two-sample mean vectors test and support recovery with factor adjustment, A simultaneous test of mean vector and covariance matrix in high-dimensional settings, Significance analysis of high-dimensional, low-sample size partially labeled data, Projection-based high-dimensional sign test, A simpler spatial-sign-based two-sample test for high-dimensional data, Mean vector testing for high-dimensional dependent observations, Spatial-sign based high-dimensional location test, A rank-based high-dimensional test for equality of mean vectors, High dimensional efficiency with applications to change point tests, Analysis of high-dimensional one group repeated measures designs, Testing linear hypothesis of high-dimensional means with unequal covariance matrices, Test for high-dimensional regression coefficients using refitted cross-validation variance estimation, A Test for Multivariate Analysis of Variance in High Dimension, Testing the equality of multivariate means when $p>n$ by combining the Hotelling and Simes tests, A generalized likelihood ratio test for normal mean when $p$ is greater than $n$, A high-dimension two-sample test for the mean using cluster subspaces, A statistical approach to set classification by feature selection with applications to classification of histopathology images, 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, On two-sample mean tests under spiked covariances, Testing high-dimensional mean vector with applications. A normal reference approach, Simple and efficient adaptive two-sample tests for high-dimensional data, An adaptive test for the mean vector in large-$p$-small-$n$ problems, Asymptotically independent U-statistics in high-dimensional testing, Classification accuracy as a proxy for two-sample testing, Proposition of new alternative tests adapted to the traditional T² test, Some high-dimensional one-sample tests based on functions of interpoint distances, High-dimensional general linear hypothesis testing under heteroscedasticity, Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension, Corrigendum to ``A two sample test in high dimensional data, Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices, A p-value based dimensionality reduction test for high dimensional means, Estimation of functionals of sparse covariance matrices, High-dimensional sparse MANOVA, A note on high-dimensional two-sample test, A test for the mean vector in large dimension and small samples, A setwise EWMA scheme for monitoring high-dimensional datastreams, Testing of high dimensional mean vectors via approximate factor model, Distribution and correlation-free two-sample test of high-dimensional means, Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data, High-dimensional rank-based inference, Unnamed Item, More power via graph-structured tests for differential expression of gene networks, Two sample test for high-dimensional partially paired data, Hypothesis testing for high-dimensional time series via self-normalization, A Simple Two-Sample Test in High Dimensions Based on L²-Norm, On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality, Random matrix theory in statistics: a review, A new test for the mean vector in large dimension and small samples, An extreme-value approach for testing the equality of large U-statistic based correlation matrices, Estimation in High-Dimensional Analysis and Multivariate Linear Models, Test for high-dimensional mean vector under missing observations, Two-sample test in high dimensions through random selection, Two-sample high dimensional mean test based on prepivots, A more powerful test of equality of high-dimensional two-sample means, Linear hypothesis testing in high-dimensional one-way MANOVA, Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data, Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT, A test for independence of two sets of variables when the number of variables is large relative to the sample size, On testing the equality of high dimensional mean vectors with unequal covariance matrices, Robust two-sample test of high-dimensional mean vectors under dependence, A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices, On high-dimensional change point problem, Analysis of high-dimensional repeated measures designs: the one sample case, High-dimensional mean estimation via $\ell_1$ penalized normal likelihood, Tests for covariance matrices in high dimension with less sample size, Two-Step Hypothesis Testing When the Number of Variables Exceeds the Sample Size, Unnamed Item, A global homogeneity test for high-dimensional linear regression, A test for the mean vector with fewer observations than the dimension under non-normality, Sign-based test for mean vector in high-dimensional and sparse settings, A high-dimensional spatial rank test for two-sample location problems, Directional multivariate tests rejecting null and negative effects in all variables, An adaptable generalization of Hotelling's $T^2$ test in high dimension, High-dimensional linear models: a random matrix perspective, Tests for a Multiple-Sample Problem in High Dimensions, Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference $L^2$-norm based test, A one-sample location test based on weighted averaging of two test statistics when the dimension and the sample size are large, An overview of tests on high-dimensional means, Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches, On Test Statistics in Profile Analysis with High-dimensional Data, A feasible high dimensional randomization test for the mean vector, Change-Point Detection of the Mean Vector with Fewer Observations than the Dimension Using Instantaneous Normal Random Projections, A test for the $k$ sample Behrens-Fisher problem in high dimensional data, A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA, Neyman's truncation test for two-sample means under high dimensional setting, Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model, A Powerful Bayesian Test for Equality of Means in High Dimensions, A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion, Tests for mean vectors in high dimension, Outlier detection via a block diagonal product estimator, Test for a mean vector with fixed or divergent dimension, High-dimensional tests for mean vector: approaches without estimating the mean vector directly, A revisit to Bai–Saranadasa's two-sample test

Cites Work