A test for the mean vector with fewer observations than the dimension
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Cites work
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- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- A High Dimensional Two Sample Significance Test
- A Significance Test for the Separation of Two Highly Multivariate Small Samples
- ANALYSIS OF VARIANCE FROM THE POWER FUNCTION STANDPOINT
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- Asymptotically most powerful rank tests for regression parameters in MANOVA
- Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
- ON AN OPTIMUM PROPERTY OF TWO IMPORTANT STATISTICAL TESTS
Cited in
(only showing first 100 items - show all)- A test for the mean vector in large dimension and small samples
- Identification of outlying observations for large-dimensional data
- One-sided multivariate test for two population means with common unknown covariance matrices of high-dimensional data
- A high-dimensional spatial rank test for two-sample location problems
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
- Estimation in high-dimensional analysis and multivariate linear models
- A new test for high-dimensional two-sample mean problems with consideration of correlation structure
- On monitoring high-dimensional processes with individual observations
- High-dimensional general linear hypothesis testing under heteroscedasticity
- Distribution and correlation-free two-sample test of high-dimensional means
- Two sample test for high-dimensional partially paired data
- A more powerful test of equality of high-dimensional two-sample means
- Two-sample test in high dimensions through random selection
- Two-Step Hypothesis Testing When the Number of Variables Exceeds the Sample Size
- Asymptotic independence of the quadratic form and maximum of independent random variables with applications to high-dimensional tests
- Test on the linear combinations of mean vectors in high-dimensional data
- Mean vector testing for high-dimensional dependent observations
- Simultaneous test for linear model via projection
- Neyman's truncation test for two-sample means under high dimensional setting
- Linear hypothesis testing in high-dimensional one-way MANOVA
- A test for multivariate analysis of variance in high dimension
- Power boosting: fusion of multiple test statistics via resampling
- A setwise EWMA scheme for monitoring high-dimensional datastreams
- On new robust tests for the multivariate normal mean vector with high-dimensional data and applications
- An adaptable generalization of Hotelling's T^2 test in high dimension
- A rank-based high-dimensional test for equality of mean vectors
- A new test for the mean vector in large dimension and small samples
- On testing the equality of high dimensional mean vectors with unequal covariance matrices
- Multivariate Theory for Analyzing High Dimensional Data
- Simple and efficient adaptive two-sample tests for high-dimensional data
- Testing of high dimensional mean vectors via approximate factor model
- A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion
- Standardized Dempster's non-exact test for high-dimensional mean vectors
- Proposition of new alternative tests adapted to the traditional T2 test
- 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
- 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 test for independence of two sets of variables when the number of variables is large relative to the sample size
- A Powerful Bayesian Test for Equality of Means in High Dimensions
- Test for a mean vector with fixed or divergent dimension
- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches
- A revisit to Bai-Saranadasa's two-sample test
- A note on mean testing for high dimensional multivariate data under non-normality
- Linear Hypothesis Testing in Linear Models With High-Dimensional Responses
- 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
- A test for the mean vector with fewer observations than the dimension under non-normality
- Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
- Hypothesis testing for high-dimensional time series via self-normalization
- A new proposal for a principal component based test for high-dimensional data applied to the analysis of phylochip data
- A high-dimensional two-sample test for the mean using random subspaces
- High-dimensional sparse MANOVA
- A high-dimension two-sample test for the mean using cluster subspaces
- A global homogeneity test for high-dimensional linear regression
- Outlier detection via a block diagonal product estimator
- Bayesian hypothesis testing for equality of high-dimensional means using cluster subspaces
- Two-sample mean vector projection test in high-dimensional data
- Direct shrinkage estimation of large dimensional precision matrix
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices
- Directional multivariate tests rejecting null and negative effects in all variables
- High-dimensional tests for mean vector: approaches without estimating the mean vector directly
- A one-sample location test based on weighted averaging of two test statistics when the dimension and the sample size are large
- 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 simpler spatial-sign-based two-sample test for high-dimensional data
- Spatial-sign based high-dimensional location test
- A robust Hotelling test statistic for one sample case in high dimensional data
- Classification accuracy as a proxy for two-sample testing
- 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
- A scale-invariant test for linear hypothesis of means in high dimensions
- On two-sample mean tests under spiked covariances
- A Lack-Of-Fit Test with Screening in Sufficient Dimension Reduction
- On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality
- Significance analysis of high-dimensional, low-sample size partially labeled data
- On Test Statistics in Profile Analysis with High-dimensional Data
- A simultaneous test of mean vector and covariance matrix in high-dimensional settings
- Tests for a multiple-sample problem in high dimensions
- Test for high-dimensional mean vector under missing observations
- Two-sample high dimensional mean test based on prepivots
- High-dimensional rank-based inference
- 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
- Asymptotically independent U-statistics in high-dimensional testing
- Asymptotic independence of the sum and maximum of dependent random variables with applications to high-dimensional tests
- Exponential bounds for regularized Hotelling's T2 statistic in high dimension
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- Discussion on the paper ‘A review of distributed statistical inference’
- On high-dimensional change point problem
- High dimensional efficiency with applications to change point tests
- Adaptive rank-based tests for high dimensional mean problems
- A phase I change‐point method for high‐dimensional process with sparse mean shifts
- High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood
- A test for the \(k\) sample Behrens-Fisher problem in high dimensional data
- Random matrix theory in statistics: a review
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