Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions
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Publication:2516392
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Cites work
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- Authors' response
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- scientific article; zbMATH DE number 889593 (Why is no real title available?)
- Inference on high-dimensional mean vectors with fewer observations than the dimension
- Two-stage procedures for high-dimensional data
Cited in
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- Hypothesis tests for high-dimensional covariance structures
- Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: a normal reference L^2-norm based test
- Geometric classifiers for high-dimensional noisy data
- Testing linear hypothesis of high-dimensional means with unequal covariance matrices
- A unified approach to testing mean vectors with large dimensions
- Posterior asymptotic normality for an individual coordinate in high-dimensional linear regression
- Inference on high-dimensional mean vectors under the strongly spiked eigenvalue model
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
- Geometric classifier for multiclass, high-dimensional data
- Statistical inference for high-dimension, low-sample-size data
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- A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise
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- Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
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- Generalized composite multi-sample tests for high-dimensional data
- Statistical hypothesis testing for high-dimension, low-sample-size data
- Correlation tests for high-dimensional data under the strongly spiked eigenvalue model
- Asymptotic theory for multiple samples with flexible random membership
- Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context
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