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

DOI10.1016/J.JMVA.2006.11.002zbMATH Open1148.62042OpenAlexW2050498681MaRDI QIDQ2476142FDOQ2476142

Authors: Meng Du, Muni S. Srivastava 

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

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zbMATH Keywords

asymptotic distributionmultivariate normalsignificance testpower comparisonDNA microarray

Mathematics Subject Classification ID

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

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Cited In (only showing first 100 items - show all)

• A test for independence of two sets of variables when the number of variables is large relative to the sample size
• 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
• Test for a mean vector with fixed or divergent dimension
• Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
• More power via graph-structured tests for differential expression of gene networks
• Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data
• Analysis of high-dimensional repeated measures designs: the one sample case
• High-dimensional two-sample mean vectors test and support recovery with factor adjustment
• Hypothesis testing for high-dimensional time series via self-normalization
• A test for the mean vector with fewer observations than the dimension under non-normality
• A high-dimensional two-sample test for the mean using random subspaces
• A high-dimension two-sample test for the mean using cluster subspaces
• High-dimensional sparse MANOVA
• Direct shrinkage estimation of large dimensional precision matrix
• A simpler spatial-sign-based two-sample test for high-dimensional data
• Spatial-sign based high-dimensional location test
• An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems
• Adaptive test for mean vectors of high-dimensional time series data with factor structure
• On two-sample mean tests under spiked covariances
• On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
• High-dimensional rank-based inference
• Tests for a multiple-sample problem in high dimensions
• Significance analysis of high-dimensional, low-sample size partially labeled data
• A simultaneous test of mean vector and covariance matrix in high-dimensional settings
• Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
• A simple two-sample test in high dimensions based on \(L^2\)-norm
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• On high-dimensional change point problem
• A test for the \(k\) sample Behrens-Fisher problem in high dimensional data
• Random matrix theory in statistics: a review
• Tests for mean vectors in high dimension
• Graph-based two-sample tests for data with repeated observations
• A note on high-dimensional two-sample test
• A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\)
• Estimation of functionals of sparse covariance matrices
• Tests for covariance matrices in high dimension with less sample size
• Projection-based high-dimensional sign test
• Analysis of high-dimensional one group repeated measures designs
• Sign-based test for mean vector in high-dimensional and sparse settings
• A high-dimensional test for the k-sample Behrens–Fisher problem
• Test for high-dimensional regression coefficients using refitted cross-validation variance estimation
• Two-sample Behrens–Fisher problems for high-dimensional data: a normal reference scale-invariant test
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• A test for the mean vector in large dimension and small samples
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• A setwise EWMA scheme for monitoring high-dimensional datastreams
• Linear hypothesis testing in high-dimensional one-way MANOVA
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• Multivariate Theory for Analyzing High Dimensional Data
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• On testing the equality of high dimensional mean vectors with unequal covariance matrices
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• Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension
• A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
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• A revisit to Bai-Saranadasa's two-sample test
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• A new proposal for a principal component based test for high-dimensional data applied to the analysis of phylochip data
• Bayesian hypothesis testing for equality of high-dimensional means using cluster subspaces
• Two-sample mean vector projection test in high-dimensional data
• A global homogeneity test for high-dimensional linear regression
• Outlier detection via a block diagonal product estimator
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• 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
• A one-sample location test based on weighted averaging of two test statistics when the dimension and the sample size are large
• High-dimensional tests for mean vector: approaches without estimating the mean vector directly
• A robust Hotelling test statistic for one sample case in high dimensional data
• Classification accuracy as a proxy for two-sample testing
• A scale-invariant test for linear hypothesis of means in high dimensions
• A Lack-Of-Fit Test with Screening in Sufficient Dimension Reduction
• On Test Statistics in Profile Analysis with High-dimensional Data
• Test for high-dimensional mean vector under missing observations
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